Resampling Methods: A Practical Guide to Data Analysis

280 Pages·1999·8.642 MB·English

by  Phillip I. Good (auth.)

Phillip I. Good
Resampling Methods
A Practical Guide to Data Analysis
Springer Science+Business Media, LLC
Phillip 1. Good
205 West Utica
Huntington Beach, CA 92648
USA
[email protected]
Library of Congress Cataloging-in-Publication Data
Good, Phillip 1.
Resampling methods : a practical guide to data analysis / Phillip
I. Good.
p. cm.
Includes bibliographical references and index.
ISBN 978-1-4757-3051-7 ISBN 978-1-4757-3049-4 (eBook)
DOI 10.1007/978-1-4757-3049-4
1. Resampling (Statistics) 1. Title.
QA278.8.G66 1999
519.5-dc21 98-26978
CIP
AMS Subject Classifications: 62G
Printed on acid-free paper.
© 1999 Springer Science+Business Media New York
Originally published by Birkhăuser Boston in 1999
Softcover reprint of the hardcover 1s t edition 1999
AII rights reserved. This work may not be translated or copied in whole or in part without the written
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except for brief excerpts in connection with reviews or scholarly
analysis. Use in connection with any form of information storage and retrieva!, electronic adaptation,
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fonner are not espeeia!ly identified, is not to be taken as a sign that sueh names, as understood by the
Trade Marks and Merehandise Marks Act, may aeeordingly be used freely by anyone.
CARŢTM is a registered trademark of California Statistica! Software, Ine.
EXpTM is a registered trademark of Brooks/Cole Publishing Company.
SASTM is a registered trademark of SAS Institute Ine.
S-PLUSTM is a registered trademark of MathSoft, Ine.
Stata™ is a registered trademark of Stata Corporation.
StatXaet™ is a registered trademark of Cytel Software.
ISBN 978-1-4757-3051-7
Formatted from the author's EXP files.
9 8 7 6 543 2 1
Contents
Preface xi
1 Descriptive Statistics 1
1.0. Statistics . . . .
1.1. Reporting Your Results
1.2. Picturing Data ..... 2
1.2.1. Graphs ..... 3
1.2.2. From Observations to Questions 7
1.2.3. Multiple Variables . 7
1.2.4. Contingency Tables 8
1.2.5. Types of Data ... 10
1.3. Measures of Location ... 12
1.3.1. Median and Mode . 12
1.3.2. Arithmetic Mean 12
1.3.3. Geometric Mean . 13
1.4. Measures of Dispersion 13
1.5. Sample versus Population 14
1.5.1. Statistics and Parameters 15
1.5.2. Estimating Population Parameters 16
1.5.3. Precision of an Estimate. 16
1.5.4. Caveats 17
1.6. Summary .... 18
1.7. To Learn More . 18
1.8. Exercises .... 18
1.8.1. Suggestions for Self-Study and Course Review 18
1.8.2. Exercises . ................... 19
VI Contents
2 Cause and Effect 26
2.1. Picturing Relationships 26
2.2. Unpredictable Variation 29
2.2.1. Building a Model 30
2.3. Two Types of Populations 32
2.3.1. Predicting the Unpredictable 33
2.4. Binomial Outcomes ......... 34
2.4.1. Permutations and Combinations 35
2.4.2. Back to the Binomial 36
2.4.3. Probability. . 37
2.5. Independence ........ 38
2.6. Selecting the Sample. . . . . 39
2.6.1. A Young Wo_Man Tasting Herbal Tea 40
2.6.2. Random Sampling and Representative Samples 41
2.7. Summary .... 42
2.8. To Learn More. 43
2.9. Exercises ... 43
3 Testing Hypotheses 46
3.1. Two-Sample Comparison 46
3.1.1. "I Lost the Labels" ... 46
3.2. Five Steps to a Permutation Test. 47
3.2.1. Analyze the Problem .. 47
3.2.2. Choose a Test Statistic 48
3.2.3. Compute the Test Statistic 48
3.2.4. Rearrange the Observations . 49
3.2.5. Draw a Conclusion .... 49
3.3. A Second Example ........ 50
3.3.1. More General Hypotheses. 51
3.4. Comparing Variances 52
3.5. Pitman Correlation. . 53
3.5.1. Effect of Ties 55
3.6. Bivariate Dependence 56
3.7. One-Sample Tests . . 57
3.7.1. The Bootstrap 57
3.7.2. Permutation Test 58
3.7.3. Automating the Process . 60
3.8. Transformations . ........ 60
3.9. Matched Pairs . ......... 60
3.9.1. An Example: Pre-and Post-Treatment Levels 61
3.10. Summary .... 62
3.11. To Learn More . 63
3.12. Exercises .... 63
Contents VII
4 When the Distribution Is Known 67
4.1. Binomial Distribution . . . . . . . . . . . . . . 67
4.1.1. Properties of Independent Observations 68
4.1.2. Testing Hypotheses . . . . . . . 68
4.2. Poisson: Events Rare in Time and Space 69
4.2.1. Applying the Poisson . . 69
4.2.2. Comparing Two Poissons 70
4.2.3. Exponential Distribution 71
4.3. Normal Distribution . . . . 71
4.3.1. Tests for Location . 72
4.3.2. Tests for Scale ... 73
4.4. Distributions........ 74
4.5. Summary and Further Readings. 74
4.6. Exercises ............ . 75
5 Estimation 77
5.1. Point Estimation ........ . 77
5.2. Interval Estimation. . . . . . . . 78
5.2.1. An Untrustworthy Friend 79
5.2.2. Confidence Bounds for a Sample Median 80
5.2.3. A Large-Sample Approximation ..... 81
5.2.4. Confidence Intervals and Rejection Regions 82
5.3. Regression......... 83
5.3.1. Prediction Error . . 85
5.3.2. Correcting for Bias 86
5.4. Which Model? ..... . 87
5.5. Bivariate Correlation. . . 88
5.6. Smoothing the Bootstrap 90
5.7. Bias-Corrected Bootstrap 91
5.8. Iterated Bootstrap 92
5.9. Summary .... 93
5.10. To Learn More . 93
5.11. Exercises. 94
6 Power of a Test 97
6.1. Fundamental Concepts. 98
6.1.1. Two Types of Error 98
6.1.2. Losses....... 99
6.1.3. Significance Level and Power. 100
6.1.4. Exact, Unbiased Tests . . . . . 102
6.1.5. Dollars and Decisions . . . . . 103
6.1.6. What Significance Level Should I Use? 104
6.2. Assumptions.......... 105
6.3. How Powerful Are Our Tests? . 106
6.3.1. One-Sample ..... . 106
viii Contents
6.3.2. Matched Pairs 107
6.3.3. Regression .. 107
6.3.4. Two Samples 107
6.4. Which Test? . . 108
6.5. Summary.... 109
6.6. To Learn More . 109
6.7. Exercises. 109
7 Categorical Data 113
7.1. Fisher's Exact Test. . . . . . . . . . . . 113
7.1.1. One-Tailed and Two-Tailed Tests 115
7.1.2. The Two-Tailed Test 116
7.2. Odds Ratio ....... . 116
7.2.1. Stratified 2 x 2's .. 117
7.3. Exact Significance Levels .. 119
7.4. Unordered r x c Contingency Tables 120
7.5. Ordered Statistical Tables . . . . . . 122
7.5.1. Ordered 2 x c Tables .... 123
7.5.2. More than Two Rows and Two Columns 123
7.6. Summary .... 126
7.7. To Learn More . 126
7.8. Exercises.... 127
8 Experimental Design and Analysis 130
8.1. Noise in the Data ............. . 130
8.1.1. Blocking............... 130
8.1.2. Measuring Factors We Can't Control 133
8.1.3. Randomization 134
8.2. Balanced Designs ...... . 135
8.2.1. Main Effects. . . . . . 136
8.2.2. Testing for Interactions 140
8.3. Designing an Experiment .. . 141
8.3.1. Latin Square ..... . 141
8.4. Another Worked-Through Example. 144
8.5. Determining Sample Size ... . 146
8.6. Unbalanced Designs ...... . 148
8.6.1. Bootstrap to the Rescue . 148
8.6.2. Missing Combinations 149
8.7. Summary .... 151
8.8. To Learn More . 152
8.9. Exercises .... 152
9 Multiple Variables and Multiple Hypotheses 156
9.1. Hotelling's T2 . . . . . . . . . . . . . 156
9.2. Two-Sample Multivariate Comparison 157
Contents IX
9.3. The Generalized Quadratic Form .. . 159
9.3.1. Mantel's U ......... . 159
9.3.2. An Example in Epidemiology. 159
9.3.3. Further Generalization 160
9.3.4. The MRPP Statistic 160
9.4. Multiple Hypotheses. 161
9.5. Summary .... 162
9.6. To Learn More . 162
9.7. Exercises .... 163
10 Classification and Discrimination 164
10.0. Introduction ....... . 164
10.1. Classification. . . . . . . . 165
10.1.1. A Bit of Detection. 166
10.2. Density Estimation. . . . . 166
10.2.1. More Detective Work 169
10.2.2. Bump Hunting. . . . 170
10.2.3. Detective Story: A 3-D Solution 173
10.3. Block Clustering ............ . 173
10.4. CART ................. . 174
10.4.1. Refining the Discrimination Scheme 176
10.5. Other Discrimination Methods .. 177
10.6. Validation . . . . . . . . . . . . . 177
10.6.1. A Multidimensional Model 179
10.7. Cross-Validation ........ . 180
10.8. Summary and Further Readings. 181
10.9. Exercises ......... . 182
11 Survival Analysis and Reliability 187
11.0. Introduction . . . . . 187
11.1. Data Not Censored. . 188
11.1.1. Savage Scores 188
11.2. Censored Data . . 189
11.3. Type I Censoring. 190
11.4. Type II Censoring 191
11.4.1. Bootstrap 191
11.4.2. Comparing Two Survival Curves 192
11.4.3. Hazard Function ..... 194
11.4.4. An Example . . . . . . . 195
11.5. Summary and Further Readings. 196
11.6. Exercises. . . . . . . . . 197
12 Which Statistic Should I Use? 199
12.1. Parametric versus N onparametric 199
12.2. But Is It a Normal Distribution? . 200
x Contents
12.3. Which Hypothesis? 201
12.4. A Guide to Selection. . . . 202
12.4.1. Data in Categories . 202
12.4.2. Discrete Observations. 203
12.4.3. Continuous Data. 203
12.5. Quick Key ........... 205
12.5.1. Categorical Data .... 205
12.5.2. Discrete Observations. 205
12.5.3. Continuous Data. 206
12.6. Classification. . . . . . . . . . 207
1 Program Your Own Resampling Statistics 208
2 C++, SC, and Stata Code for Permutation Tests 214
3 SAS and S-PLUS Code for Bootstraps 228
4 Resampling Software 244
Bibliographical References 247
Index 265
Preface
Intended for class use or self-study, this text aspires to introduce statisti
cal methodology--estimation, hypothesis testing, and classification-to a wide
audience, simply and intuitively, through resampling from the data at hand.
The resampling methods-permutations, cross-validation, and the bootstrap-
are easy to learn and easy to apply. They require no mathematics beyond
introductory high-school algebra, yet are applicable in an exceptionally broad
range of subject areas.
Introduced in the 1930's, their numerous, albeit straightforward and simple
calculations were beyond the capabilities of the primitive calculators then in use;
they were soon displaced by less powerful, less accurate approximations that made
use of tables. Today, with a powerful computer on every desktop, resampling
methods have resumed their dominant role and table lookup is an anacronism.
Physicians and physicians in training, nurses and nursing students, business
persons, business majors, research workers and students in the biological and social
sciences will find here a practical guide to descriptive statistics, classification,
estimation, and testing hypotheses.
For advanced students in biology, dentistry, medicine, psychology, sociology,
and public health, this text can provide a first course in statistics and quantitative
reasoning;
For industrial statisticians, statistical consultants, and research workers, this
text provides an introduction and day-to-day guide to the power, simplicity, and
versatility of the bootstrap, cross-validation, and permutation tests.
Hopefully, all readers will find my objectives are the same as theirs:
To use quantitative methods to characterize, review, report on, test, estimate,
and classify findings.
If you're just starting to use statistics in your work, begin by reading chapters
1-5 which cover descriptive statistics, cause and effect, sampling, hypothesis test-