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Resample variances

To: <s-news@lists.biostat.wustl.edu>
Subject: Resample variances
From: "Jim Daley" <jgdaley@gw.dec.state.ny.us>
Date: Thu, 15 Jan 2009 11:34:33 -0500
Hello,
 
Simple question, I think.  After running bootstrap, the boot object contains the standard error.  If I wanted the variance associated with the parameter that I bootstrapped, could I just square the SE that the bootstrap calculates?  Would that variance be analogous to the variance calculated by using a standard variance formula?
 
Thanks,
 
Jim
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