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What if we used a bootstrapping procedure to estimate the variances of the intercept and slope values? We could then directly compare intercepts and slopes between derivatives, right?
Within the moving average, we use 1000 points. At the intercept point (35mm), we could bootstrap the 1000 edges' correlation coefficient that would be used for the average to estimate the variance of the average, rather than resampling across samples (although I guess that could work too?).
Which would be better? Bootstrapping samples (runs) and then applying the moving average as-is, or bootstrapping edges within the moving average?
The text was updated successfully, but these errors were encountered:
What if we used a bootstrapping procedure to estimate the variances of the intercept and slope values? We could then directly compare intercepts and slopes between derivatives, right?
Within the moving average, we use 1000 points. At the intercept point (35mm), we could bootstrap the 1000 edges' correlation coefficient that would be used for the average to estimate the variance of the average, rather than resampling across samples (although I guess that could work too?).
Which would be better? Bootstrapping samples (runs) and then applying the moving average as-is, or bootstrapping edges within the moving average?
The text was updated successfully, but these errors were encountered: