[R-sig-ME] Question on semiparametric bootstrap in lme4
Mark Lai
marklhc at gmail.com
Tue Jul 22 06:11:12 CEST 2014
Hi,
I have a question on the semiparametric bootstrap result for lme4.
Specifically, the bootstrap standard deviation for the fixed effect is
essentially zero. Here is an example:
> require(lme4)
> fm01 <- lmer(Yield ~ 1|Batch, Dyestuff)
> set.seed(1)
> require(boot)
> boo01_sp <- bootMer(fm01, fixef, nsim = 100, use.u = TRUE,
+ type = "semiparametric")
> boo01_sp
Call:
bootMer(x = fm01, FUN = fixef, nsim = 100, use.u = TRUE, type =
"semiparametric")
Bootstrap Statistics :
original bias std. error
t1* 1527.5 9.094947e-13 1.392467e-12
Then I took a look on the source code for the function `bootMer`, and
found the relevant code:
if (type == "parametric") {
ss <- simulate(x, nsim = nsim, use.u = use.u, na.action =
na.exclude)
}
else {
if (use.u) {
if (isGLMM(x))
warning("semiparametric bootstrapping is questionable
for GLMMs")
ss <- replicate(nsim, fitted(x) + sample(residuals(x,
"response")), simplify = FALSE)
}
else {
stop("semiparametric bootstrapping with use.u=FALSE not yet
implemented")
}
}
I notice that the semiparametric method is using sampling without
replacement (i.e., `sample(residuals(x, "response"))`, which is
different from what I learned about bootstrap. Should the `replace =
TRUE` argument be added?
Mark
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