Bootstrapping with OMS

Bootstrapping is a method for estimating population parameters by repeatedly resampling the same sample—computing some test statistic on each sample and then looking at the distribution of the test statistic over all the samples. Cases are selected randomly, with replacement, from the original sample to create each new sample. Typically, each new sample has the same number of cases as the original sample; however, some cases may be randomly selected multiple times and others not at all. In this example, we

use a macro to draw repeated random samples with replacement;
run the REGRESSION command on each sample;
use the OMS command to save the regression coefficients tables to a data file;
produce histograms of the coefficient distributions and a table of confidence intervals, using the data file created from the coefficient tables.

The command syntax file used in this example is oms_bootstrapping.sps. See the topic Sample Files for more information.