[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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