The BLUPs are not "best" when it comes to bootstrapping

Jeffrey S. Morris

Statistics & Probability Letters, 2002, vol. 56, issue 4, 425-430

Abstract: In the setting of mixed models, some researchers may construct a semiparametric bootstrap by sampling from the best linear unbiased predictor residuals. This paper demonstrates both mathematically and by simulation that such a bootstrap will consistently underestimate the variation in the data in finite samples.

Keywords: Bootstrap; Correlated; data; Mixed; models; Nested; models (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (6)

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