|Title||Assessing Variability of Complex Descriptive Statistics in Monte Carlo Studies using Resampling Methods.|
|Publication Type||Journal Article|
|Year of Publication||2015|
|Authors||Boos, Dennis D., and Jason A. Osborne|
|Journal||Int Stat Rev|
|Date Published||2015 Aug|
Good statistical practice dictates that summaries in Monte Carlo studies should always be accompanied by standard errors. Those standard errors are easy to provide for summaries that are sample means over the replications of the Monte Carlo output: for example, bias estimates, power estimates for tests, and mean squared error estimates. But often more complex summaries are of interest: medians (often displayed in boxplots), sample variances, ratios of sample variances, and non-normality measures like skewness and kurtosis. In principle standard errors for most of these latter summaries may be derived from the Delta Method, but that extra step is often a barrier for standard errors to be provided. Here we highlight the simplicity of using the jackknife and bootstrap to compute these standard errors, even when the summaries are somewhat complicated.
|Alternate Journal||Int Stat Rev|
|Original Publication||Assessing variability of complex descriptive statistics in Monte Carlo studies using resampling methods.|
|PubMed Central ID||PMC4556306|
|Grant List||P01 CA142538 / CA / NCI NIH HHS / United States|
Assessing Variability of Complex Descriptive Statistics in Monte Carlo Studies using Resampling Methods.