[R] bootstrapping in regression
Stephan Kolassa
Stephan.Kolassa at gmx.de
Fri Jan 30 10:24:51 CET 2009
Hi Thomas,
Thomas Mang schrieb:
>
> I have a question here: I am not sure if I understand your 'fit the full
> model ... to the permuted data set'. Am I correct to suppose that once
> the residuals of the reduced-model fit have been permuted and added back
> to the fitted values, the values obtained this way (fitted + permuted
> residuals) now constitute the new y-values to which the full model is
> fitted? Is that correct ?
It is. Look at section 2.2, "Permutation of Residuals under the Reduced
Model" here:
Anderson, M. J. & Legendre, P. An empirical comparison of permutation
methods for tests of partial regression coefficients in a linear model.
Journal of Statistical Computation and Simulation, 1999, 62, 271-303
> Do you know if this procedure is also valid for a mixed-effects model ?
That's a good question... if you find out anything about this, please
let me know.
HTH,
Stephan
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