The wild bootstrap for multilevel models

DOI10.1080/03610926.2013.802807MaRDI QIDQ2807608zbMATHOpenAlexFDO

Authors Lucia Modugno, Simone Giannerini

Publication date 25 May 2016

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

Full work available at URL https://arxiv.org/abs/1508.05713

zbMATH Keywords

heteroscedasticitywild bootstrapmultilevel modelcases bootstrap

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40)

Abstract: In this paper we study the performance of the most popular bootstrap schemes for multilevel data. Also, we propose a modified version of the wild bootstrap procedure for hierarchical data structures. The wild bootstrap does not require homoscedasticity or assumptions on the distribution of the error processes. Hence, it is a valuable tool for robust inference in a multilevel framework. We assess the finite size performances of the schemes through a Monte Carlo study. The results show that for big sample sizes it always pays off to adopt an agnostic approach as the wild bootstrap outperforms other techniques.

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Cites work

• A Novel Bootstrap Procedure for Assessing the Relationship between Class Size and Achievement
• A better way to bootstrap pairs.
• 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 heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
• Bootstrapping regression models
• Jackknife, bootstrap and other resampling methods in regression analysis
• Tests for model specification in the presence of alternative hypotheses
• The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
• The wild bootstrap, tamed at last

Cited in

(7)

• Bootstrap-based statistical inference for linear mixed effects under misspecifications
• Bootstrapping longitudinal data with multiple levels of variation
• A multilevel model with autoregressive components for the analysis of tribal art prices
• Nonparametric bootstrapping for hierarchical data
• A bootstrap method for estimation in linear mixed models with heteroscedasticity
• scientific article; zbMATH DE number 6026913 (Why is no real title available?)
• A Novel Bootstrap Procedure for Assessing the Relationship between Class Size and Achievement

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