Bootstrapping longitudinal data with multiple levels of variation
dc.contributor.author | Welsh, Alan | |
dc.contributor.author | O'Shaughnessy, Pauline | |
dc.date.accessioned | 2019-07-03T03:53:00Z | |
dc.date.issued | 2018 | |
dc.date.updated | 2019-03-31T07:17:39Z | |
dc.description.abstract | A set of estimators for model parameters in the framework of linear mixed models is considered for longitudinal data with multiple levels of random variation. Various bootstrap methods are assessed for making inference about the parameters including the variance components for which, typically, bootstrap confidence intervals show undercoverage. A new weighted estimating equation bootstrap, which uses different weight schemes for different parameter estimators, is proposed. It shows improved variance estimation for the variance component estimators and produces confidence intervals with better coverage for the variance components in cases with normal and non-normal errors. | en_AU |
dc.format.mimetype | application/pdf | en_AU |
dc.identifier.issn | 0167-9473 | en_AU |
dc.identifier.uri | http://hdl.handle.net/1885/164331 | |
dc.language.iso | en_AU | en_AU |
dc.publisher | Elsevier | en_AU |
dc.rights | © 2018 Published by Elsevier B.V. | en_AU |
dc.source | Computational Statistics and Data Analysis | en_AU |
dc.title | Bootstrapping longitudinal data with multiple levels of variation | en_AU |
dc.type | Journal article | en_AU |
local.bibliographicCitation.issue | August 2018 | en_AU |
local.bibliographicCitation.lastpage | 131 | en_AU |
local.bibliographicCitation.startpage | 117 | en_AU |
local.contributor.affiliation | Welsh, Alan, College of Science, ANU | en_AU |
local.contributor.affiliation | O'Shaughnessy (Ding), Yao (Pauline), College of Science, ANU | en_AU |
local.contributor.authoremail | u4171815@anu.edu.au | en_AU |
local.contributor.authoruid | Welsh, Alan, u8204947 | en_AU |
local.contributor.authoruid | O'Shaughnessy (Ding), Yao (Pauline), u4171815 | en_AU |
local.description.embargo | 2037-12-31 | |
local.description.notes | Imported from ARIES | en_AU |
local.identifier.absfor | 010401 - Applied Statistics | en_AU |
local.identifier.absseo | 970101 - Expanding Knowledge in the Mathematical Sciences | en_AU |
local.identifier.ariespublication | a383154xPUB10295 | en_AU |
local.identifier.citationvolume | 124 | en_AU |
local.identifier.doi | 10.1016/j.csda.2018.02.004 | en_AU |
local.identifier.scopusID | 2-s2.0-85044438024 | |
local.identifier.uidSubmittedBy | a383154 | en_AU |
local.publisher.url | https://www.elsevier.com/en-au | en_AU |
local.type.status | Published Version | en_AU |
Downloads
Original bundle
1 - 1 of 1
No Thumbnail Available
- Name:
- 01_Welsh_Bootstrapping_longitudinal_2018.pdf
- Size:
- 1008.98 KB
- Format:
- Adobe Portable Document Format