Bliese, Paul D MAJ USAMH
2004-Sep-21 13:41 UTC
[R] Bootstrap ICC estimate with nested data
I would appreciate some thoughts on using the bootstrap functions in the library "bootstrap" to estimate confidence intervals of ICC values calculated in lme. In lme, the ICC is calculated as tau/(tau+sigma-squared). So, for instance the ICC in the following example is 0.116:> tmod<-lme(CINISMO~1,random=~1|IDGRUP,data=TDAT) > VarCorr(tmod)IDGRUP = pdLogChol(1) Variance StdDev (Intercept) 0.1829931 0.427777 Residual 1.3907732 1.179310> 0.18299/(0.18299+1.39077)[1] 0.1162757 Using the bootstrap library, I can set up theta to do the ICC as follows:>theta<-function(x,DATA){tmod<-lme(CINISMO~1,random=~1|IDGRUP,data=DATA[x,])OUT<-as.numeric(VarCorr(tmod)[[1]])/(as.numeric(VarCorr(tmod)[[1]])+as.numer ic(VarCorr(tmod)[[2]])) return(OUT)} Finally, I can run the bootstrap-t confidence limit function (or other functions) as follows:> bootout<-boott(1:nrow(TDAT),100,theta,data=TDAT)This seems to work, but the estimates also seem strange. For intance, the observed ICC value is larger than the 95% confidence intervals provided by the bootstrap. It occurs to me that the results might be strange because the sampling with replacement is being done without regard to group membership. That is, I might select individual 1 from group 1 10 times (even though in the sample the group only has 5 members), and I might not select any individuals from group 2. My fundamental question is: "What are people's thoughts about using bootstaping in nested data? Does one have to sample with replacement taking into consideration the group structure in the data?" If so, any suggestions on how to do this? Paul Bliese US Army Medical Research Unit - Europe
Paul, I think that you should account for the group structure. My reading of Davison and Hinkley "Bootstrap Methods and their Application" (1997, p. 100) suggests that for balanced data structures with more than, say, 10 clusters, one should apply the bootstrap to the clusters, but not within the clusters. They provide some further notes that you might find useful. I hope that this helps. Andrew On Tue, Sep 21, 2004 at 03:41:29PM +0200, Bliese, Paul D MAJ USAMH wrote:> I would appreciate some thoughts on using the bootstrap functions in the > library "bootstrap" to estimate confidence intervals of ICC values > calculated in lme. > > In lme, the ICC is calculated as tau/(tau+sigma-squared). So, for instance > the ICC in the following example is 0.116: > > > tmod<-lme(CINISMO~1,random=~1|IDGRUP,data=TDAT) > > VarCorr(tmod) > IDGRUP = pdLogChol(1) > Variance StdDev > (Intercept) 0.1829931 0.427777 > Residual 1.3907732 1.179310 > > 0.18299/(0.18299+1.39077) > [1] 0.1162757 > > Using the bootstrap library, I can set up theta to do the ICC as follows: > > >theta<-function(x,DATA){tmod<-lme(CINISMO~1,random=~1|IDGRUP,data=DATA[x,]) > OUT<-as.numeric(VarCorr(tmod)[[1]])/(as.numeric(VarCorr(tmod)[[1]])+as.numer > ic(VarCorr(tmod)[[2]])) > return(OUT)} > > Finally, I can run the bootstrap-t confidence limit function (or other > functions) as follows: > > > bootout<-boott(1:nrow(TDAT),100,theta,data=TDAT) > > This seems to work, but the estimates also seem strange. For intance, the > observed ICC value is larger than the 95% confidence intervals provided by > the bootstrap. It occurs to me that the results might be strange because > the sampling with replacement is being done without regard to group > membership. That is, I might select individual 1 from group 1 10 times > (even though in the sample the group only has 5 members), and I might not > select any individuals from group 2. > > My fundamental question is: "What are people's thoughts about using > bootstaping in nested data? Does one have to sample with replacement taking > into consideration the group structure in the data?" If so, any suggestions > on how to do this? > > > Paul Bliese > US Army Medical Research Unit - Europe > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html-- Andrew Robinson Ph: 208 885 7115 Department of Forest Resources Fa: 208 885 6226 University of Idaho E : andrewr at uidaho.edu PO Box 441133 W : http://www.uidaho.edu/~andrewr Moscow ID 83843 Or: http://www.biometrics.uidaho.edu No statement above necessarily represents my employer's opinion. ----- End forwarded message ----- -- Andrew Robinson Ph: 208 885 7115 Department of Forest Resources Fa: 208 885 6226 University of Idaho E : andrewr at uidaho.edu PO Box 441133 W : http://www.uidaho.edu/~andrewr Moscow ID 83843 Or: http://www.biometrics.uidaho.edu No statement above necessarily represents my employer's opinion.