Bootstrapping data arrays of arbitrary order. (English) Zbl 1454.62131

Summary: In this paper we study a bootstrap strategy for estimating the variance of a mean taken over large multifactor crossed random effects data sets. We apply bootstrap reweighting independently to the levels of each factor, giving each observation the product of independently sampled factor weights. No exact bootstrap exists for this problem [P. McCullagh, Bernoulli 6, No. 2, 285–301 (2000; Zbl 0976.62035)]. We show that the proposed bootstrap is mildly conservative, meaning biased toward overestimating the variance, under sufficient conditions that allow very unbalanced and heteroscedastic inputs. Earlier results for a resampling bootstrap only apply to two factors and use multinomial weights that are poorly suited to online computation. The proposed reweighting approach can be implemented in parallel and online settings. The results for this method apply to any number of factors. The method is illustrated using a 3 factor data set of comment lengths from Facebook.


62G09 Nonparametric statistical resampling methods
62D05 Sampling theory, sample surveys


Zbl 0976.62035


Full Text: DOI arXiv Euclid


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