Pitfalls of hypothesis tests and model selection on bootstrap samples: Causes and consequences in biometrical applications

2015

The bootstrap method has become a widely used tool applied in diverse areas where results based on asymptotic theory are scarce. It can be applied, for example, for assessing the variance of a statistic, a quantile of interest or for significance testing by resampling from the null hypothesis. Recently, some approaches have been proposed in the biometrical field where hypothesis testing or model selection is performed on a bootstrap sample as if it were the original sample. P-values computed from bootstrap samples have been used, for example, in the statistics and bioinformatics literature for ranking genes with respect to their differential expression, for estimating the variability of p-v…