How is the bootstrap standard error calculated?
A)It is the difference between the estimate of a parameter obtained by bootstrapping and the estimate obtained using classical methods.
B)It is the standard deviation divided by the square root of the sample size.
C)It is the standard deviation of the bootstrap distribution.
D)It is the standard deviation of the original sample that is used to bootstrap the statistic.

Question

Quizplus · Accepted Answer

The bootstrap standard error is calculated by taking the standard deviation of the bootstrap distribution. This distribution is created by repeatedly resampling the original data to obtain multiple bootstrap samples, and calculating the statistic of interest for each sample. The standard deviation of these bootstrap statistics provides an estimate of the standard error of the original statistic.

How Is the Bootstrap Standard Error Calculated