2008
DOI: 10.1002/cjs.5550360403
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Bootstrapping data with multiple levels of variation

Abstract: Abstract:The authors consider general estimators for the mean and variance parameters in the random effect model and in the transformation model for data with multiple levels of variation. They show that these estimators have different distributions under the two models unless all the variables have Gaussian distributions. They investigate the asymptotic properties of bootstrap procedures designed for the two models. They also report simulation results and illustrate the bootstraps using data on red spruce tre… Show more

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Cited by 17 publications
(12 citation statements)
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“…We also applied a studentized bootstrap, which gave similar results but required more computation time [56], [57], [58]. All the analyses were performed with SAS version 9.2.…”
Section: Methodsmentioning
confidence: 99%
“…We also applied a studentized bootstrap, which gave similar results but required more computation time [56], [57], [58]. All the analyses were performed with SAS version 9.2.…”
Section: Methodsmentioning
confidence: 99%
“…On the other hand, our bootstrap is similar to that of Carpenter, Goldstein, and Rasbash () or Field et al (, ), who examined the so‐called random effects bootstrap in classical statistics. We go further by demonstrating the validity of the bootstrap for both the ML estimates of the mixed linear model (see theorem 2) and for a more general and complex parameter, which is the robust estimator of the small‐area mean or total.…”
Section: The Mse Bootstrap Estimatormentioning
confidence: 56%
“…Assumption 2 states that the ratio of the number of areas over the total number of observations is asymptotically a constant fraction. This condition is weaker than the one required by Field, Pang, and Welsh (2008) to establish the validity of the random-effect bootstrap (for linear mixed models). Field et al (2008) require that each of the area's sample size converges to infinity as the number of areas increases.…”
Section: Asymptotic Properties Of the Robust Parameter Estimatormentioning
confidence: 87%
See 1 more Smart Citation
“…This proposal is then compared to adaptations of other schemes such as the so-called Random Effect Bootstrap (REB), see e.g. Davison & Hinkley (1997); Carpenter et al (2003); Field et al (2008) and the more widespread PB alternatives.…”
Section: Introductionmentioning
confidence: 99%