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

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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
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    References listed on IDEAS

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