The percentile bootstrap: a primer with step-by-step instructions in R

Rousselet, G. A. , Pernet, C. R. and Wilcox, R. R. (2021) The percentile bootstrap: a primer with step-by-step instructions in R. Advances in Methods and Practices in Psychological Science, 4(1), pp. 1-10. (doi: 10.1177/2515245920911881)

Abstract

The percentile bootstrap is the Swiss Army knife of statistics: It is a nonparametric method based on data-driven simulations. It can be applied to many statistical problems, as a substitute to standard parametric approaches, or in situations for which parametric methods do not exist. In this Tutorial, we cover R code to implement the percentile bootstrap to make inferences about central tendency (e.g., means and trimmed means) and spread in a one-sample example and in an example comparing two independent groups. For each example, we explain how to derive a bootstrap distribution and how to get a confidence interval and a p value from that distribution. We also demonstrate how to run a simulation to assess the behavior of the bootstrap. For some purposes, such as making inferences about the mean, the bootstrap performs poorly. But for other purposes, it is the only known method that works well over a broad range of situations. More broadly, combining the percentile bootstrap with robust estimators (i.e., estimators that are not overly sensitive to outliers) can help users gain a deeper understanding of their data than they would using conventional methods.

• Item Type: Articles
• Status: Published
• Refereed: Yes
• Glasgow Author(s) Enlighten ID: Rousselet, Dr Guillaume
• Authors: Rousselet, G. A., Pernet, C. R., and Wilcox, R. R.
• College/School: College of Medical Veterinary and Life Sciences > School of Psychology & Neuroscience
• Journal Name: Advances in Methods and Practices in Psychological Science
• Publisher: SAGE Publications
• ISSN: 2515-2459
• ISSN (Online): 2515-2467
• Published Online: 23 March 2021
• Copyright Holders: Copyright © 2021 The Authors
• First Published: First published in Advances in Methods and Practices in Psychological Science 4(1): 2515245920911881
• Publisher Policy: Reproduced under a Creative Commons License