The bootstrap and permutation tests offer ways to help students better understand concepts such as sampling distributions, standard errors, confidence intervals, P-values, and statistical significance. Here are notes about books and software for teaching using resampling. ## Undergraduate Curriculum## What Teachers Should Know about the Bootstrap: Resampling in the Undergraduate Statistics CurriculumTim Hesterberg (2015), What Teachers Should Know about the Bootstrap: Resampling in the Undergraduate Statistics Curriculum, The American Statistician 69(4) 371-386, DOI: 10.1080/00031305.2015.1089789 Abstract: Bootstrapping has enormous potential in statistics education and practice, but there are subtle issues and ways to go wrong. For example, the common combination of nonparametric bootstrapping and bootstrap percentile confidence intervals is less accurate than using t-intervals for small samples, though more accurate for larger samples. My goals in this article are to provide a deeper understanding of bootstrap methods—how they work, when they work or not, and which methods work better—and to highlight pedagogical issues. Supplementary materials for this article are available online.Original (longer) version: arXiv, 2014, 83 pages, 23 figures. The scripts and datasets are here: scriptsData14115279.tar.gz ## Mathematical Statistics## Chihara and Hesterberg: Mathematical Statistics with Resampling and R, 2nd EditionMathematical Statistics with Resampling and R by Laura Chihara and Tim Hesterberg (Wiley, 2018) uses permutation tests and bootstrapping to introduce these concepts and to motivate more classical mathematical approaches. For more information, see ## OverviewThis thoroughly updated second edition combines the latest software applications with the benefits of modern resampling techniques Resampling helps students understand the meaning of sampling distributions, sampling variability, P-values, hypothesis tests, and confidence intervals. The second edition of Mathematical Statistics with Resampling and R combines modern resampling techniques and mathematical statistics. This book has been classroom-tested to ensure an accessible presentation, uses the powerful and flexible computer language R for data analysis and explores the benefits of modern resampling techniques. This book offers an introduction to permutation tests and bootstrap methods that can serve to motivate classical inference methods. The book strikes a balance between theory, computing, and applications, and the new edition explores additional topics including consulting, paired t test, ANOVA and Google Interview Questions. Throughout the book, new and updated case studies are included representing a diverse range of subjects such as flight delays, birth weights of babies, and telephone company repair times. These illustrate the relevance of the real-world applications of the material. This new edition: - Puts the focus on statistical consulting that emphasizes giving a client an understanding of data and goes beyond typical expectations
- Presents new material on topics such as the paired t test, Fisher's Exact Test and the EM algorithm
- Offers a new section on "Google Interview Questions" that illustrates statistical thinking
- Provides a new chapter on ANOVA
- Contains more exercises and updated case studies, data sets, and R code
Written for undergraduate students in a mathematical statistics course as well as practitioners and researchers, the second edition of Mathematical Statistics with Resampling and R presents a revised and updated guide for applying the most current resampling techniques to mathematical statistics. ## Chihara and Hesterberg: Mathematical Statistics with Resampling and R, 1st EditionMathematical Statistics with Resampling and R by Laura Chihara and Tim Hesterberg (Wiley, 2011) uses permutation tests and bootstrapping to introduce these concepts and to motivate more classical mathematical approaches. For more information, see ## OverviewResampling helps students understand the meaning of sampling distributions, sampling variability, P-values, hypothesis tests, and confidence intervals. This groundbreaking book shows how to apply modern resampling techniques to mathematical statistics. Extensively class-tested to ensure an accessible presentation, Mathematical Statistics with Resampling and R utilizes the powerful and flexible computer language R to underscore the significance and benefits of modern resampling techniques. The book begins by introducing permutation tests and bootstrap methods, motivating classical inference methods. Striking a balance between theory, computing, and applications, the authors explore additional topics such as: - Exploratory data analysis
- Calculation of sampling distributions
- The Central Limit Theorem
- Monte Carlo sampling
- Maximum likelihood estimation and properties of estimators
- Confidence intervals and hypothesis tests
- Regression
- Bayesian methods
Throughout the book, case studies on diverse subjects such as flight delays, birth weights of babies, and telephone company repair times illustrate the relevance of the real-world applications of the discussed material. Key definitions and theorems of important probability distributions are collected at the end of the book, and a related website is also available, featuring additional material including data sets, R scripts, and helpful teaching hints. Mathematical Statistics with Resampling and R is an excellent book for courses on mathematical statistics at the upper-undergraduate and graduate levels. It also serves as a valuable reference for applied statisticians working in the areas of business, economics, biostatistics, and public health who utilize resampling methods in their everyday work. ## Introductory Statistics
The bootstrap and permutation tests offer ways to help students
better understand concepts such as sampling distributions, standard
errors, confidence intervals, and P-values. ## Lock^5: Statistics: Unlocking the Power of Data
This intro stat book uses randomization (resampling) to introduce
statistical concepts.
See the related note about StatKey below. ## Diez, Barr and Cetinkaya-Rundel: Introductory Statistics with Randomization and SimulationThis is on OpenIntro. This intro stat book uses randomization tests (permutation tests) to introduce hypothesis testing. The treatment of the bootstrap in the first edition is lacking-they find that the bootstrap percentile interval is poor in small samples (true), and don't look at larger samples or other bootstrap intervals. See my 2015 article below for larger samples and other intervals. ## Single chapters for Moore et. al booksBootstrap Methods and Permutation Tests (BMPT)
by Hesterberg, Moore, Monaghan, Clipson, and Epstein
was
written as an introduction to these methods, with a focus on the
pedagogical value.
There are different versions of BMPT, written as supplemental chapters for two different books, but all can be used independently as an introduction to bootstrap methods and permutation tests.
The first version (
The second version (
The third version (
The fourth version ( ## S+ data packages and supplements for PBS and IPSThere are S+ packages to accompany both versions, containing datasets, example scripts, and documentation.For BMPT/PBS download PBSdata.zip. For BMPT/IPS5e download IPSdata.zip. For BMPT/IPS6e download IPSdata6.zip. Download the appropriate package, unzip, then follow instructions in INSTALL.txt. To use these packages, you need S+ and S+Resample, see below. For a general introduction to S+, see the S-PLUS Guide for Moore and McCabe's Introduction to the Practice of Statistics,Fifth Edition. This works best with the IPS5e version of the data package. ## Bootstrap/Resampling Software## StatKeyThe Lock^5 team have developed web apps to encourage the use of simulation methods (e.g. bootstraps intervals and randomization tests) to help students in introductory statistics courses understand the basic ideas of statistical inference. The result, called StatKey, is now freely available at http://lock5stat.com/statkey. I've seen a demo, this could be very useful, with or without their book. There are procedures for generating bootstrap distributions for a mean, median, standard deviation, proportion, difference in means, difference in proportions, slope, and correlation as well as constructing randomization distributions to test hypotheses about most of the same parameters. In each of these situations students see a representation of the original sample, individual bootstrap/randomization samples, and a summary dotplot of the results for lots of simulated samples. Students can easily interact with the bootstrap or randomization distribution to find summary statistics, find percentiles, or check tail probabilities. ## S+ and R softwareThere are three general-purpose packages for resampling in R and S+:bootstrap for
R
and
S+,
boot for
R
and
S+, and
S+Resample for S+.
resample for R. The newest version is at r-packages or on CRAN, http://cran.fhcrc.org/web/packages/resample.The bootstrap package is smallest, the boot package offers the most analytical capabilities, and the resample package is easiest to use. The R version of resample is a partial copy of the S+ version, but I'll add to it over time. The S+ version includes a menu interface, and offers some capabilities not in the other packages. For a quick comparison of all, see bootstrapComparison.txt. For a comparison of ease of use of boot and resample, see resamplePoster1407.pdf. ## Demo comparing bootstrap and permutation distributionshttps://mattkmiecik.shinyapps.io/boot-perm-dash shows the difference between bootstrap and permutation distributions. ## Short Course: Bootstrap Methods and Permutation TestsThis is an introduction to the bootstrap, permutation tests, and other resampling methods. For a course description and details see bootstrap-short-course. I have given this course in various formats, ranging from a two-day hands-on course to half-day lecture-only, public or private, in Albuquerque, Boston, Chicago, Cincinnati, L.A., Little Rock, Miami, Minneapolis, Portland, Rochester MN, San Francisco, Washington D.C., Basel, Basingstoke UK, Bedford UK, London, Manchester, Montpellier FR, Toronto, and Zurich.I sometimes give this course at the Joint Statistical Meetings, or ASA Conference on Statistical Practice, or other meetings. Contact me if you are interested in arranging a course. ## Articles and Technical Reports:For other articles (including references to published articles related to this software) see articles/ |