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Bootstrapping data with multiple levels of variation
Author(s) -
Field Christopher A.,
Pang Zhen,
Welsh Alan H.
Publication year - 2008
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.1002/cjs.5550360403
Subject(s) - bootstrapping (finance) , estimator , variation (astronomy) , statistics , variance (accounting) , transformation (genetics) , mathematics , random effects model , gaussian , econometrics , computer science , medicine , biochemistry , physics , chemistry , accounting , meta analysis , quantum mechanics , astrophysics , business , gene
The authors consider general estimators for the mean and variance parameters in the random effect model and in the transformation model for data with multiple levels of variation. They show that these estimators have different distributions under the two models unless all the variables have Gaussian distributions. They investigate the asymptotic properties of bootstrap procedures designed for the two models. They also report simulation results and illustrate the bootstraps using data on red spruce trees.