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 (Requires randperm2.m script - see below) |
| h14.m | eg18_014.txt | Example 18.14 - Permutation Test under Extreme Conditions |
| h15a.m | inline | Example - Permutation Test Equivalent of Correlated t-Test |
| rgen.m | inline | Permutation Test of correlation |
| ch18.zip | ZIP archive of all data files from Chapter 18 of Moore (2003) |
To download files: Right-click the link, then
select 'Save Target As...' from the drop-down menu.
Note: All of the MATLAB scripts included above expect to find
the data files 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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