The BLUPs are not "best" when it comes to bootstrapping

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 finite samples.

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Year of publication:	2002
Authors:	Morris, Jeffrey S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 56.2002, 4, p. 425-430
Publisher:	Elsevier
Keywords:	Bootstrap Correlated data Mixed models Nested models

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313871