• The Korean Journal of Applied Statistics
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• v.19 no.3
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• pp.535-544
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• 2006

We consider use of Bootstrap calibration in the problem of setting a confidence interval for a linear combination of variance components. Based on the the modified large sample(MLS) method by Graybill and Wang(1980), Bootstrap Calibration is applied to improve the coverage probability of the MLS confidence bound when the experiment is balanced and coefficients of a linear combination are positive. Performance of the proposed confidence bound in small sample is investigated by simulation studies.

• Proceedings of the Korean Association for Survey Research Conference
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• 2001.11a
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• pp.77-85
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• 2001

In this paper we study the calibration estimator and its variance estimator for the population total using a bootstrap method according to the levels of an auxiliary information having strong correlation with an interested variable in nonresponse situation. At this point, we find tire calibration estimator in case of auxiliary information for population and sample, and then we drive the bootstrap variance estimator of it. By simulation study we compare the efficiencies with the Taylor and Jackknife variance estimators.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.249-254
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• 2003

붓스트랩 기법에 의한 k 인자 허용구간방법을 95/95 확률 및 신뢰도를 갖는 허용구간에 활용하기 위하여 모의실험을 수행하였다. 그 결과 소표본 및 적당한 크기의 표본에서 추정된 신뢰도값은 실제 신뢰도값 95와 약 6${\sim}$21% 정도의 차이를 나타냈고, 이 차이는 표본크기가 커질수록 점점 줄어들었다. 더불어 기존방법에 보간법 등을 가미한 방법들을 제안하여 이들에 의한 결과를 기존결과와 비교하였다.

• The Korean Journal of Applied Statistics
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• v.30 no.3
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• pp.453-462
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• 2017

Double propensity score adjustment is an analytic solution to address bias due to incomplete matching. However, it is difficult to estimate the standard error of the estimated treatment effect when using double propensity score adjustment. In this study, we propose two bootstrap methods to estimate the standard error. The first is a simple bootstrap method that involves drawing bootstrap samples from the matched sample using the propensity score as well as estimating the standard error from the bootstrapped samples. The second is a complex bootstrap method that draws bootstrap samples first from the original sample and then applies the propensity score matching to each bootstrapped sample. We examined the performances of the two methods using simulations under various scenarios. The estimates of standard error using the complex bootstrap were closer to the empirical standard error than those using the simple bootstrap. The simple bootstrap methods tended to underestimate. In addition, the coverage rates of a 95% confidence interval using the complex bootstrap were closer to the advertised rate of 0.95. We applied the two methods to a real data example and found also that the estimate of the standard error using the simple bootstrap was smaller than that using the complex bootstrap.