Bootstrapping Robust Estimates for Clustered Data

DOI10.1198/jasa.2010.tm09541zbMath1388.62072OpenAlexW2040900680MaRDI QIDQ5255698

C. A. Field, Zhen Pang, A. H. Welsh

Publication date: 17 June 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jasa.2010.tm09541

zbMATH Keywords

variance componentsunbalanced dataquasi likelihood estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (10)

Bootstrapping for highly unbalanced clustered data ⋮ Bootstrapping longitudinal data with multiple levels of variation ⋮ Likelihood-based quantile mixed effects models for longitudinal data with multiple features via MCEM algorithm ⋮ Unnamed Item ⋮ Estimation for the single-index models with random effects ⋮ Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons ⋮ Bootstrap estimation of uncertainty in prediction for generalized linear mixed models ⋮ Empirical-likelihood-based Test for Partially Linear Single-index Models with Error-prone Linear Covariates ⋮ Grouped Heterogeneous Mixture Modeling for Clustered Data ⋮ Model selection in linear mixed models

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