The wild bootstrap for multilevel models

DOI10.1080/03610926.2013.802807zbMATH Open1341.62104arXiv1508.05713OpenAlexW1832975795MaRDI QIDQ2807608FDOQ2807608

Authors: Lucia Modugno, Simone Giannerini 

Publication date: 25 May 2016

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

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.

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

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zbMATH Keywords

heteroscedasticitywild bootstrapmultilevel modelcases bootstrap

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

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

Cited In (7)

• Nonparametric bootstrapping for hierarchical data
• A bootstrap method for estimation in linear mixed models with heteroscedasticity
• A multilevel model with autoregressive components for the analysis of tribal art prices
• Bootstrap-based statistical inference for linear mixed effects under misspecifications
• Bootstrapping longitudinal data with multiple levels of variation
• A Novel Bootstrap Procedure for Assessing the Relationship between Class Size and Achievement
• Title not available (Why is that?)

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