[R] bootstrapping in regression

[David Winsemius]

On Jan 31, 2009, at 1:27 PM, Charles C. Berry wrote:

> On Fri, 30 Jan 2009, Stephan Kolassa wrote:
>
>> 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.
>
> There are various kinds of residuals in mixed effects models. But  
> mostly they are not what you want.
>
> What you need are the type of residuals used in the section on  
> significance tests in Beran and Srivastava:
>
>
> @article{beran1985bta,
>  title={{BOOTSTRAP TESTS AND CONFIDENCE REGIONS FOR FUNCTIONS OF A  
> COVARIANCE MATRIX1}},
>  author={Beran, R. and Srivastava, M.S.},
>  journal={The Annals of Statistics},
>  volume={13},
>  number={1},
>  pages={95--115},
>  year={1985}
> }

Thank you, Chuck. A search brings up a link to an open access version  
through Project Euclid:

<http://projecteuclid.org/DPubS/Repository/1.0/Disseminate?view=body&id=pdf_1&handle=euclid.aos/1176346579 
 >

-- 
David Winsemius

> HTH,
>
> Chuck
>
>>
>> HTH,
>> Stephan
>>
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>>
>
> Charles C. Berry                            (858) 534-2098
>                                            Dept of Family/Preventive  
> Medicine
> E mailto:cberry at tajo.ucsd.edu	            UC San Diego
> http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego  
> 92093-0901
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.