It should be. and you are using a standard variance formula, although in this
case, on the average variation of the statistic.
----- Original Message -----
From: "Jim Daley" <jgdaley@gw.dec.state.ny.us>
To: s-news@lists.biostat.wustl.edu
Sent: Thursday, January 15, 2009 11:34:33 AM GMT -05:00 US/Canada Eastern
Subject: [S] Resample variances
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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