Bootstrap confidence intervals: when, which, what? A practical guide for medical statisticians

TLDR

Bootstrap confidence intervals have been proposed in many forms since the early 1980s. The article aims to answer when to use bootstrap confidence intervals, which method to choose, and how to implement them. The authors review common and less known bootstrap algorithms, resampling methods, and interval construction techniques, highlighting strengths and weaknesses. They present a simulation study, a flow chart for method selection, and a survival analysis example.

Abstract

Since the early 1980s, a bewildering array of methods for constructing bootstrap confidence intervals have been proposed. In this article, we address the following questions. First, when should bootstrap confidence intervals be used. Secondly, which method should be chosen, and thirdly, how should it be implemented. In order to do this, we review the common algorithms for resampling and methods for constructing bootstrap confidence intervals, together with some less well known ones, highlighting their strengths and weaknesses. We then present a simulation study, a flow chart for choosing an appropriate method and a survival analysis example.