Bootstrap Methods

Dr. Michael Chernick

Aim of Course:

This course covers the basic theory and application of the bootstrap family of procedures, with the emphasis on applications. After taking this course, participants will be able to use the bootstrap procedure to assess bias and variance, test hypotheses, and produce confidence intervals. The bootstrap is illustrated also for regression and time series procedures. Basic and improved bootstrap procedures are covered.

Who Should Take This Course:

Statisticians and data analysts who perform statistical inference, or need to assess uncertainty in their data. Those working with data that does not meet the distributional requirements of standard statistical procedures, or with unusual statistics or complex estimators will find the course particularly useful.

For those enrolled in a Program of Advanced Statistical Studies, this is a required or elective course in the following Programs:

• Statistics for Environmental Science - elective
• Statistics for Social Sciences - elective
• Data Mining - elective
• Biostatistics (controlled trials) - elective
• Biostatistics (epidemiology) - elective

Course Program:

The course is structured as follows

The Instructor:

Dr. Michael Chernick is the author of Bootstrap Methods: A Practitioner's Guide (Wiley, 1999), with the second edition title Bootstrap Methods: A Guide for Practitioners and Researchers (Wiley, 2007). He is also the coauthor of Introductory Biostatistics for the Health Sciences: Modern Methods including Bootstrap (Wiley, 2002). Currently Manager of Biostatistical Services at the Lankenau Institute for Medical Research, Dr. Chernick is a Fellow of the American Statistical Association and the author of more than 30 journal articles. He is the winner of the Wolfowitz Prize in 1983 and is a past President of the Southern California Chapter of the American Statistical Association. He has taught at California State University and the University of Southern California, has given several previous short courses on bootstrap methods and has also worked in the aerospace, medical device and pharmaceutical industries.

Organization of the Course:

The course takes place over the internet, at statistics.com. During each course week, you participate at times of your own choosing - there are no set times when you must be online. Course participants will be given access to a private discussion board. In class discussions led by the instructor, you can post questions, seek clarification, and interact with your fellow students and the instructor. The course is scheduled to take place over 4 weeks, and typically requires 15 hours per week. At the beginning of each week, you receive the relevant material, in addition to answers to exercises from the previous session. During the week, you are expected to go over the course materials and work through exercises. Discussion among participants is encouraged. The instructor will provide answers and comments.

Certificates and Grades:

You may be interested only in learning the material presented, and not be concerned with grades or certificates. Or you may be enrolled in a statistics.com Program in Advanced Statistical Studies that requires demonstration of proficiency in the subject, in which case your work will be assessed for purposes of issuing a grade. Or you may require only a "Certificate of Course Completion," along with professional development credit in the form of Continuing Education Units (CEU's). As you begin the class, you will be asked to specify your category.

Credit:

This course offers continuing education units (CEU's). For those successfully completing the course (generally this means marks of 50% or better on the homework), 5.0 CEU's and a certificate will be issued by statistics.com, upon request.

Dates:

Mar. 19 - Apr. 16, 2010
Sep. 24 - Oct. 22, 2010
Click here to be notified of future course offerings.

Participants gain access to the online materials on the first day of the course, and typically spend about 15 hours per week (at their convenience). You retain full access to course materials, including discussion board, for two weeks after the course closing date.

Level:

intermediate/advanced

Prerequisite:

The equivalent of Introduction to Statistics 1: Inference for a Single Variable, and Introduction to Statistics 2: Working with Bivariate Data (and, if necessary before these courses, Introduction to Statistics for Beginners or Survey of Statistics for Beginners).

Introduction to Resampling, though not a prerequisite, will also be useful -- it provides a non-statistician's perspective on basic bootstrapping. Use of statistical software is important in this course -- please read the software section below for additional information on software requirements.

Course Text:

The course text is Bootstrap Methods: A Guide for Practitioners and Researchers, 2nd edition by Michael Chernick, which can be ordered directly from Wiley here. Please order the second edition. Wiley typically offers statistics.com customers up to 15% discount on this book (and all other statistics titles): enter the code aff15 in the Promotion Code field when prompted during checkout and click the Apply Discount button. (If you are located in Asia, the web procedure for your location may not accept this discount -- try calling your regional Wiley representative.)

Software:

This course has illustrations and exercises with solutions and some pointers using both Resampling Stats for Excel and R. Most of the problems can be done in Resampling Stats; some will require R or a similar programming environment. Resampling Stats is a special purpose program that can be downloaded and tried ahead of time and learned as part of the course; a license extension will be provided to course participants on the first day of the class. R is a comprehensive statistical programming language; if you are going to do the course in R, you should be familiar with that program before starting the course (statistics.com offers several courses in the use of R). S-PLUS is also ideal for resampling, and the instructions for R can also be used for S-PLUS. Stata is another program that provides a good environment for resampling, but help is not available for Stata. Click here for download information for these and other software packages that offer free or nominal cost versions that may be used in statistics.com courses.

Registration:

Register Online - $469
Register Online (academic) - $369 (you must be affiliated with a college, university or high school)

Add $50 service fee if you require a prior invoice, or if you need to submit a purchase order or voucher, pay by wire transfer or EFT, or refund and reprocess a prior payment. Please use this printed registration form, for these and other special orders.

Note: Courses may fill up at any time and registrations are processed in the order in which they are received. Your registration will be confirmed for the first available course date, unless you specify otherwise.

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