Resampling, Validating, Describing, and Simplifying the Model

  • Frank E. HarrellJr.
Part of the Springer Series in Statistics book series (SSS)

Abstract

When one assumes that a random variable Y has a certain population distribution, one can use simulation or analytic derivations to study how a statistical estimator computed from samples from this distribution behaves. For example, when Y has a log-normal distribution, the variance of the sample median for a sample of size n from that distribution can be derived analytically. Alternatively, one can simulate 500 samples of size n from the log-normal distribution, compute the sample median for each sample, and then compute the sample variance of the 500 sample medians. Either case requires knowledge of the population distribution function.

Keywords

Full Model Predictive Accuracy Bootstrap Sample Sample Median Approximate Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2001

Authors and Affiliations

  • Frank E. HarrellJr.
    • 1
  1. 1.Department of BiostatisticsVanderbilt University School of MedicineNashvilleUSA

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