A bootstrap method for estimation in linear mixed models with heteroscedasticity

DOI10.1080/03610926.2023.2170181MaRDI QIDQ6571727zbMATH OpenFDO

Authors Junfeng Shang

Publication date 12 July 2024

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2023.2170181

Mathematics Subject Classification ID

Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05)

Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Novel Bootstrap Procedure for Assessing the Relationship between Class Size and Achievement
• Bootstrap and wild bootstrap for high dimensional linear models
• Bootstrap methods: another look at the jackknife
• Bootstrap procedures under some non-i.i.d. models
• Bootstrapping regression models
• scientific article; zbMATH DE number 5735168 (Why is no real title available?)
• Implementing the wild bootstrap using a two-point distribution
• Jackknife, bootstrap and other resampling methods in regression analysis
• Mixed effects models and extensions in ecology with R
• The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
• The wild bootstrap for multilevel models

Cited in

(1)

• Consistency of bootstrap approximation to the null distributions of spatiotemporal autocorrelation statistics

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