The BLUPs Are Not “Best” When It Comes To Bootstrapping
نویسنده
چکیده
In the setting of mixed models, some researchers may construct a semiparametric bootstrap by sampling from the best linear unbiased predictor residuals. This paper demonstrates both mathematically and by simulation that such a bootstrap will consistently underestimate the variation in the data in 3nite samples. c © 2002 Published by Elsevier Science B.V.
منابع مشابه
An Empirical Bayes Derivation of Best Linear Unbiased Predictors
Let (Y1,θ1), . . . ,(Yn,θn) be independent real-valued random vectors with Yi, given θi, is distributed according to a distribution depending only on θi for i= 1, . . . ,n. In this paper, best linear unbiased predictors (BLUPs) of the θi’s are investigated. We show that BLUPs of θi’s do not exist in certain situations. Furthermore, we present a general empirical Bayes technique for deriving BLUPs.
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تاریخ انتشار 2013