© 1988 by Biometrika Trust
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A note on bootstrapping the correlation coefficient
Statistical Laboratory, University of Cambridge Cambridge, CB21SB, U.K.
Smoothed bootstrap estimation of the sampling standard deviation of the variance-stabilized correlation coefficient is reconsidered. An approximation to the mean squared error of the bootstrap estimator is obtained and an empirical procedure for choosing the degree of smoothing in the bootstrap estimation is presented. Performance of the procedure is examined in a simulation study.
Key Words: Bootstrap Computer algebra Correlation coefficient