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6 votes

Sandwich variance estimator or bootstrap-based variance for stabilized inverse probability weighting (IPW)

Every estimator has a variance, and we can estimate that variance from our data. Instead of thinking about pseudo-populations and sample sizes, think about whether a procedure yields a good estimate ...
Noah's user avatar
  • 35k
5 votes

Sandwich variance estimator or bootstrap-based variance for stabilized inverse probability weighting (IPW)

Viewing it as multiple copies of individuals is helpful to conceptualize what IPW is doing (i.e., constructing a pseudo-population), but maybe less helpful for understanding the variance. To see why, ...
pzivich's user avatar
  • 2,532
2 votes

Is it possible for some p-values to be impossible? (because statistic generated by parametric bootstrap is mostly the same value.)

If $A_n$ differs substantially from the identity matrix - where "substantially" depends upon the sample size - the MLE of $\lambda$ will be driven to zero quite often, and your results will ...
jbowman's user avatar
  • 40.4k
4 votes

Is it possible for some p-values to be impossible? (because statistic generated by parametric bootstrap is mostly the same value.)

As others have mentioned, yes there are cases where some p-values are impossible. But I don't think that is the case here. It is also possible that there is an error in your calculations. But it is ...
Greg Snow's user avatar
  • 52.5k
3 votes

Bootstrap confidence and prediction intervals of mixed effect model predictions

The re.form argument in mixed-effects model predictions, including those performed with bootMer, dictates how random effects are ...
Robert Long's user avatar
  • 63.9k
0 votes

How to actually use the Empirical Influence Function for BCa Bootstrap Intervals?

I have managed to figure out the answers to some of my questions but I am still at a loss with how to work with the empirical influence function itself. Luckily, I think I can now just rely on ...
Vonvorv's user avatar
  • 51
1 vote

Query about one step in AR-sieve bootstrap

Many thanks for your reply. Like you say, we have used the sample mean to demean the LHS and each column of the RHS. For example for an AR(2) model we have: $ \begin{bmatrix} X_3 - \bar{X} \\ X_4 -\...
user2338823's user avatar
2 votes
Accepted

Query about one step in AR-sieve bootstrap

My conjecture is that you are only "almost" right, whence step 3 might still make a (small) difference. The reason for my conjecture is that, since the same $\bar X$ appears throughout, the ...
Christoph Hanck's user avatar

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