Skip navigation
Skip navigation

The generalised bootstrap for clustered data

Pang, Zhen; Welsh, Alan


We extend the generalised bootstrap of Chatterjee and Bose (2005) to bootstrap clustered data. We show by simulations and theoretical arguments that the variance of the random weights used in the generalised bootstrap is critical in determining the performance of the bootstrap when we use the distribution of the bootstrap estimate to approximate the sampling distribution of the parameter. In particular, we show that for consistency, the weights should be chosen to have variance one.

CollectionsANU Research Publications
Date published: 2014
Type: Journal article
Source: International Journal of Data Analysis Techniques and Strategies
DOI: 10.1504/IJDATS.2014.066604


There are no files associated with this item.

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator