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Bootstrapping Robust Estimates for Clustered Data

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  • Field, C. A.
  • Pang, Zhen
  • Welsh, A. H.

Abstract

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Suggested Citation

  • Field, C. A. & Pang, Zhen & Welsh, A. H., 2010. "Bootstrapping Robust Estimates for Clustered Data," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1606-1616.
    • Handle: RePEc:bes:jnlasa:v:105:i:492:y:2010:p:1606-1616
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    Cited by:

    1. Samanta, Mayukh & Welsh, A.H., 2013. "Bootstrapping for highly unbalanced clustered data," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 70-81.
    2. J. L. Scealy & A. H. Welsh, 2017. "A Directional Mixed Effects Model for Compositional Expenditure Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 24-36, January.
    3. Flores-Agreda, Daniel & Cantoni, Eva, 2019. "Bootstrap estimation of uncertainty in prediction for generalized linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 130(C), pages 1-17.
    4. Pang, Zhen & Xue, Liugen, 2012. "Estimation for the single-index models with random effects," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1837-1853.
    5. O’Shaughnessy, P.Y. & Welsh, A.H., 2018. "Bootstrapping longitudinal data with multiple levels of variation," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 117-131.
    6. Valéry Dongmo Jiongo & Pierre Nguimkeu, 2018. "Bootstrapping Mean Squared Errors of Robust Small-Area Estimators: Application to the Method-of-Payments Data," Staff Working Papers 18-28, Bank of Canada.

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