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I need to perform a bootstrap for variance estimation on a GEE model for clustered data that I am analyzing. I understand that I need to use a clustered bootstrap for this, which is pretty much the same thing as the usual nonparametric bootstrap, only the clusters are sampled rather than the individual observations within a cluster. I've read a few articles on this and the articles always assume clusters of equal size. Can the clustered bootstrap be modified for clusters of unequal size? If so, how is this done? In the usual bootstrap, resampling with replacement is performed until the dataset is the same size of the original dataset. How do we perform a cluster bootstrap with unequal sized clusters such that the $i$th bootstrap sample is the same size as the original dataset? I could imagine a situation where the cluster sizes are different such that it might be impossible to obtain datasets of the same size as the original dataset if we sample clusters, stead of elements.

Lastly is there a procedure in SAS or R that will perform the cluster bootstrap?

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This is explained quite nicely in Sherman and leCessie's paper, "A comparison between bootstrap methods and generalized estimating equations for correlated outcomes in generlized linear models." On page 905, they note:

"If as often may be the case, there are blocks of different sizes, then the algorithm can be modified as follows: let $m_i$, denote the number of blocks of size $i$, $i = 1,. . . ,I$. For each $i$ resample $m_i$ times with replacement from the $m_i$ blocks and compute $\hat{\beta}^*$ from the $n = \sum_{i=1}^Iim_i$ resampled observations. This conditioning on block size guarantees a total resarnple size equal to the original sample size, making the bootstrap replicates "comparable". If, however, $I$ is large it may be more attractive to resample $m$ times from the entire set of blocks. We will call this the "All Block" bootstrap. This algorithm gives a random total sample size, $n^*$, say, which makes the replicates less comparable. A reasonable approach to make them more comparable is to let the replicate be $(n^*/n)^{1/2}\hat{\beta}^*$, as suggested by Efron and Tibshirani (1993, p.101) for a whole block bootstrap in the time series setting."

REFERENCES:

Michael Sherman & Saskia le Cessie (1997) A comparison between bootstrap methods and generalized estimating equations for correlated outcomes in generalized linear models, Communications in Statistics - Simulation and Computation, 26:3, 901-925, DOI: 10.1080/03610919708813417

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  • $\begingroup$ Do you know if this has been implemented in R? $\endgroup$ – RNB May 30 '17 at 11:09
  • $\begingroup$ I'm sure there must be one in R, but I'm not familiar with them. That being said, it should be quite simple to implement your own routine with a few lines of code. You might also consider reaching out to the R user group and asking them which packages might contain blocked bootstrap functions. $\endgroup$ – StatsStudent May 30 '17 at 14:05

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