Resampling with MATLAB

Resampling with MATLAB
Professor Frank Schieber, Heimstra Human Factors Laboratories, University of South Dakota

Tutorial Book Chapter
Moore, D.S.G., McCabe, W., Duckworth, W. and Sclove, S. (2003). Bootstrap methods and permutation tests. In D. Moore (Ed.), Practice of Business Statistics. San Fancisco: W.H. Freeman Publishers. http://bcs.whfreeman.com/pbs/cat_140/chap18.pdf

Heimstra Labs Colloquium [Powerpoint Presentation]

MATLAB Scripts for Implementing Examples from Moore, et al. (2003)

M-File	Data File	Description
h2.m	eg18_002.txt	Example 18.2 - Bootstrapping the sample mean and Std. Error
h7.m	ca18_001.txt	Example 18.7 - Bootstrapping Difference between Sample Means
h10.m	eg18_010.txt	Example 18.10 - Bootstrapping the Correlation Coefficient
h12.m	ta18_004.txt	Example 18.12 - Permutation Test: Treatment vs. Control Group
h14.m	eg18_014.txt	Example 18.14 - Permutation Test under Extreme Conditions
h15.m	inline	Example - Permutation Test Equivalent of Correlated t-Test
	PBSdata.zip	ZIP archive of all data files from Moore, et al. (2003) text

Note: All of the MATLAB scripts included above expect to find the data in a subdirectory named 'data'.
Some scripts use the STATISTICS TOOLBOX to conduct equivalent t-tests. If you do not have this toolbox you will need to 'comment out' the offending code.

MATLAB Functions for Implementing Random Samples and Permutation Samples
(You will need to download these scripts to run the simulations listed above)

M-File	Description
randsample	Generate sample from specified population (with or w/o replacement)
randperm2	Generate two Permutation Samples from specified population
randomize_matrix	Shuffle the order of elements in an array (quick 'n dirty)

Useful Links
Resampling: The New Statistics (Book by J.L.Simon, 1997)
Lawrence Cormack's "Do-it-yourself Statistics" course at UTexas

Last modified: 28 January 2013
Heimstra Labs Colloquium Series

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