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- From: feh@duke.edu (Frank Harrell)
- Newsgroups: bit.listserv.stat-l
- Subject: Bootstrapping non-independent observations
- Keywords: bootstrap
- Message-ID: <7254@news.duke.edu>
- Date: 21 Nov 92 14:52:10 GMT
- Sender: news@news.duke.edu
- Lines: 13
- Nntp-Posting-Host: biostat.mc.duke.edu
-
- Does anyone know of a good reference that covers bootstrapping
- dependent observations? I'm looking for info on the legitimacy of
- doing the ordinary bootstrap (pretending independent observations)
- when there is a simple or complex correlation structure to the
- observations. Is it still possible to get the correct
- covariance matrix?
-
-
- --
- ----------------------------------------------------------------------------
- Frank E Harrell Jr feh@biostat.mc.duke.edu
- Associate Professor of Biostatistics
- Division of Biometry Duke University Medical Center
-