[R] Stratified Bootstrap question

Qian An qiana at biostat.umn.edu
Fri Apr 1 21:24:57 CEST 2005


Dear Tim,

Thank you so much for addressing all my questions. This really makes
sense.

I talked with my advisor yesterday about how to do bootstrapping for my
scenario: random clinic + random subject within clinic. She suggested that
only clinic are independent units, so I can only resample clinic. But I
think that since subjects are also independent within clinic, shall I
resample subjects within clinic, which means I have two-stage resampling?
Which one do you think makes sense?

Thank you very much and I look forward to hearing from you.
Qian









On 31 Mar 2005, Tim Hesterberg wrote:

> Dear Qian,
>
> Yes, when bootstrap sampling by subject, when a subject is included
> in a bootstrap dataset multiple times, you must give that subject
> different IDs, or some statistics would be incorrect.
>
> Here's what S+Resample does (from help(bootstrap.args)):
>          If subject is the name of a variable in the data frame (for
>          example data=Orthodont, subject=Subject), then bootstrap makes
>          resampled subjects unique; that is, duplicated subjects in a
>          given resample are assigned distinct subject values in the
>          resampled data frame before the statistic is evaluated; this is
>          useful for longitudinal and other modeling where the statistic
>          expects subjects to have unique values.
>
> Tim Hesterberg
>
>
> >Dear Tim,
> >
> >Thank you so much for your help. My random mixed model is as follows:
> >
> >b.lme <- lme(sbp ~ age + gender, data=bdat, random=~1/clinic/id,
> >             na.action=na.omit)
> >
> >When doing bootstrap with stratum clinic, a patient's data may appear
> >multiple times in the boostrap dataset and all of them share the same id.
> >I am wondering if the data from the same patient will cause problems in
> >lme fitting or not. Do you happen to know this or not?
> >
> >Sincerely yours,
> >Qian
>
> ========================================================
> | Tim Hesterberg       Research Scientist              |
> | timh at insightful.com  Insightful Corp.                |
> | (206)802-2319        1700 Westlake Ave. N, Suite 500 |
> | (206)283-8691 (fax)  Seattle, WA 98109-3044, U.S.A.  |
> |                      www.insightful.com/Hesterberg   |
> ========================================================
> Download the S+Resample library from www.insightful.com/downloads/libraries
>
>

***************************************
Qian An
Division of Biostatistics
University of Minnesota
(phone) 612-626-2263
(fax) 612-626-8892
Email: qiana at biostat.umn.edu




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