IDEAS home Printed from https://ideas.repec.org/a/gam/jstats/v8y2025i3p79-d1743511.html

Bootstrap Methods for Correcting Bias in WLS Estimators of the First-Order Bifurcating Autoregressive Model

Author

Listed:
  • Tamer Elbayoumi

    (Department of Mathematics and Statistics, North Carolina A&T State University, 1601 E. Market Street, Greensboro, NC 27411, USA)

  • Mutiyat Usman

    (Department of Mathematics and Statistics, North Carolina A&T State University, 1601 E. Market Street, Greensboro, NC 27411, USA)

  • Sayed Mostafa

    (Department of Mathematics and Statistics, North Carolina A&T State University, 1601 E. Market Street, Greensboro, NC 27411, USA)

  • Mohammad Zayed

    (Department of Mathematics and Statistics, College of Science, Imam Mohammad Ibn Saud Islamic University, Riyadh 11623, Saudi Arabia)

  • Ahmad Aboalkhair

    (Department of Applied Statistics and Insurance, Faculty of Commerce, Mansoura University, El Gomhouria St., El Mansoura 1, Dakahlia Governorate 35516, Egypt
    Department of Quantitative Methods, School of Business, King Faisal University, Al Ahsa 31982, Saudi Arabia)

Abstract

In this study, we examine the presence of bias in weighted least squares (WLS) estimation within the context of first-order bifurcating autoregressive (BAR(1)) models. These models are widely used in the analysis of binary tree-structured data, particularly in cell lineage research. Our findings suggest that WLS estimators may exhibit significant and problematic biases, especially in finite samples. The magnitude and direction of this bias are influenced by both the autoregressive parameter and the correlation structure of the model errors. To address this issue, we propose two bootstrap-based methods for bias correction of the WLS estimator. The paper further introduces shrinkage-based versions of both single and fast double bootstrap bias correction techniques, designed to mitigate the over-correction and under-correction issues that may arise with traditional bootstrap methods, particularly in larger samples. Comprehensive simulation studies were conducted to evaluate the performance of the proposed bias-corrected estimators. The results show that the proposed corrections substantially reduce bias, with the most notable improvements observed at extreme values of the autoregressive parameter. Moreover, the study provides practical guidance for practitioners on method selection under varying conditions.

Suggested Citation

  • Tamer Elbayoumi & Mutiyat Usman & Sayed Mostafa & Mohammad Zayed & Ahmad Aboalkhair, 2025. "Bootstrap Methods for Correcting Bias in WLS Estimators of the First-Order Bifurcating Autoregressive Model," Stats, MDPI, vol. 8(3), pages 1-23, September.
  • Handle: RePEc:gam:jstats:v:8:y:2025:i:3:p:79-:d:1743511
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2571-905X/8/3/79/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2571-905X/8/3/79/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. K. D. Patterson, 2007. "Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(1), pages 23-45.
    2. Shi, Sheng G., 1992. "Accurate and efficient double-bootstrap confidence limit method," Computational Statistics & Data Analysis, Elsevier, vol. 13(1), pages 21-32, January.
    3. Hisashi Tanizaki & Shigeyuki Hamori & Yoichi Matsubayashi, 2006. "On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods," Statistical Papers, Springer, vol. 47(1), pages 109-124, January.
    4. S. M. S. Lee & G. A. Young, 1999. "The effect of Monte Carlo approximation on coverage error of double‐bootstrap confidence intervals," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(2), pages 353-366, April.
    5. Eunhye Song & Henry Lam & Russell R. Barton, 2024. "A Shrinkage Approach to Improve Direct Bootstrap Resampling Under Input Uncertainty," INFORMS Journal on Computing, INFORMS, vol. 36(4), pages 1023-1039, July.
    6. Zhou, J. & Basawa, I.V., 2005. "Least-squares estimation for bifurcating autoregressive processes," Statistics & Probability Letters, Elsevier, vol. 74(1), pages 77-88, August.
    7. Oded Sandler & Sivan Pearl Mizrahi & Noga Weiss & Oded Agam & Itamar Simon & Nathalie Q. Balaban, 2015. "Lineage correlations of single cell division time as a probe of cell-cycle dynamics," Nature, Nature, vol. 519(7544), pages 468-471, March.
    8. Jinyuan Chang & Peter Hall, 2015. "Double-bootstrap methods that use a single double-bootstrap simulation," Biometrika, Biometrika Trust, vol. 102(1), pages 203-214.
    9. MacKinnon, James G. & Smith Jr., Anthony A., 1998. "Approximate bias correction in econometrics," Journal of Econometrics, Elsevier, vol. 85(2), pages 205-230, August.
    10. Jeremy Berkowitz & Lutz Kilian, 2000. "Recent developments in bootstrapping time series," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 1-48.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Tamer Elbayoumi & Sayed Mostafa, 2024. "Bias Analysis and Correction in Weighted- L 1 Estimators for the First-Order Bifurcating Autoregressive Model," Stats, MDPI, vol. 7(4), pages 1-18, October.
    2. Dufour, Jean-Marie & Taamouti, Abderrahim, 2010. "Short and long run causality measures: Theory and inference," Journal of Econometrics, Elsevier, vol. 154(1), pages 42-58, January.
    3. Krishnamurthy, Arvind & Vissing-Jorgensen, Annette, 2015. "The impact of Treasury supply on financial sector lending and stability," Journal of Financial Economics, Elsevier, vol. 118(3), pages 571-600.
    4. Liu-Evans Gareth D. & Phillips Garry D. A., 2012. "Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-35, November.
    5. Kruse, Yves Robinson & Kaufmann, Hendrik, 2015. "Bias-corrected estimation in mildly explosive autoregressions," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112897, Verein für Socialpolitik / German Economic Association.
    6. Kruse, Robinson & Kaufmann, Hendrik & Wegener, Christoph, 2018. "Bias-corrected estimation for speculative bubbles in stock prices," Economic Modelling, Elsevier, vol. 73(C), pages 354-364.
    7. K. D. Patterson, 2007. "Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(1), pages 23-45.
    8. Clements, Michael P. & Kim, Jae H., 2007. "Bootstrap prediction intervals for autoregressive time series," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3580-3594, April.
    9. Tom Engsted & Thomas Q. Pedersen, 2014. "Bias-Correction in Vector Autoregressive Models: A Simulation Study," Econometrics, MDPI, vol. 2(1), pages 1-27, March.
    10. Berkowitz, J. & Birgean, I. & Kilian, L., 1999. "On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series," Papers 99-01, Michigan - Center for Research on Economic & Social Theory.
    11. Thomas George & Chuan-Yang Hwang & Tavy Ronen, 2010. "Bootstrap refinements in tests of microstructure frictions," Review of Quantitative Finance and Accounting, Springer, vol. 35(1), pages 47-70, July.
    12. Guochang Wang & Wai Keung Li & Ke Zhu, 2018. "New HSIC-based tests for independence between two stationary multivariate time series," Papers 1804.09866, arXiv.org.
    13. Hevia, Constantino, 2012. "Using pooled information and bootstrap methods to assess debt sustainability in low income countries," Policy Research Working Paper Series 5978, The World Bank.
    14. Omtzigt Pieter & Fachin Stefano, 2002. "Bootstrapping and Bartlett corrections in the cointegrated VAR model," Economics and Quantitative Methods qf0212, Department of Economics, University of Insubria.
    15. Müller, Ulrich K. & Wang, Yulong, 2019. "Nearly weighted risk minimal unbiased estimation," Journal of Econometrics, Elsevier, vol. 209(1), pages 18-34.
    16. George Kapetanios, 2003. "Determining the Stationarity Properties of Individual Series in Panel Datasets," Working Papers 495, Queen Mary University of London, School of Economics and Finance.
    17. Kim, Jae H. & Fraser, Iain & Hyndman, Rob J., 2011. "Improved interval estimation of long run response from a dynamic linear model: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2477-2489, August.
    18. Emily Anderson & Atsushi Inoue & Barbara Rossi, 2016. "Heterogeneous Consumers and Fiscal Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(8), pages 1877-1888, December.
    19. Yu, Jun, 2012. "Bias in the estimation of the mean reversion parameter in continuous time models," Journal of Econometrics, Elsevier, vol. 169(1), pages 114-122.
    20. Antonio R. Linero, 2022. "Simulation‐based estimators of analytically intractable causal effects," Biometrics, The International Biometric Society, vol. 78(3), pages 1001-1017, September.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jstats:v:8:y:2025:i:3:p:79-:d:1743511. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.