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The BLUPs are not "best" when it comes to bootstrapping

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  • Morris, Jeffrey S.
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    Abstract

    In the setting of mixed models, some researchers may construct a semiparametric bootstrap by sampling from the best linear unbiased predictor residuals. This paper demonstrates both mathematically and by simulation that such a bootstrap will consistently underestimate the variation in the data in finite samples.

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    File URL: http://www.sciencedirect.com/science/article/B6V1D-4534D8S-1/2/75dfb48cd67eff03646ad4554c87cd7b
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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 56 (2002)
    Issue (Month): 4 (February)
    Pages: 425-430

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    Handle: RePEc:eee:stapro:v:56:y:2002:i:4:p:425-430

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    Related research

    Keywords: Bootstrap Correlated data Mixed models Nested models;

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    Cited by:
    1. Shang, Junfeng & Cavanaugh, Joseph E., 2008. "An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1422-1429, September.

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