The cluster bootstrap consistency in generalized estimating equations

Guang Cheng, Zhuqing Yu and Jianhua Z. Huang

Journal of Multivariate Analysis, 2013, vol. 115, issue C, 33-47

Abstract: The cluster bootstrap resamples clusters or subjects instead of individual observations in order to preserve the dependence within each cluster or subject. In this paper, we provide a theoretical justification of using the cluster bootstrap for the inferences of the generalized estimating equations (GEE) for clustered/longitudinal data. Under the general exchangeable bootstrap weights, we show that the cluster bootstrap yields a consistent approximation of the distribution of the regression estimate, and a consistent approximation of the confidence sets. We also show that a computationally more efficient one-step version of the cluster bootstrap provides asymptotically equivalent inference.

Keywords: Bootstrap consistency; Clustered/longitudinal data; Exchangeably weighted cluster bootstrap; Generalized estimating equations; One-step bootstrap (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (15)

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DOI: 10.1016/j.jmva.2012.09.003

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