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The Blups Are Not “Best” When It Comes To Bootstrapping, Jeffrey S. Morris
The Blups Are Not “Best” When It Comes To Bootstrapping, Jeffrey S. Morris
Jeffrey S. Morris
In the setting of mixed models, some researchers may construct a semiparametric bootstrap by sampling from the best linear unbiased predictor residuals. This paper demonstrates both mathematically and by simulation that such a bootstrap will consistently underestimate the variation in the data in finite samples.