bootMer {lme4} | R Documentation

## Model-based (Semi-)Parametric Bootstrap for Mixed Models

### Description

Perform model-based (Semi-)parametric bootstrap for mixed models.

### Usage

    bootMer(x, FUN, nsim = 1, seed = NULL, use.u = FALSE, re.form=NA,
    	type = c("parametric", "semiparametric"),
    	verbose = FALSE, .progress = "none", PBargs = list(),
    	parallel = c("no", "multicore", "snow"),
    	ncpus = getOption("boot.ncpus", 1L), cl = NULL)

### Arguments

`x` | a fitted `merMod` object: see `lmer`, `glmer`, etc.
`FUN` | a function taking a fitted `merMod` object as input and returning the statistic of interest, which must be a (possibly named) numeric vector.
`nsim` | number of simulations, positive integer; the bootstrap B (or R).
`seed` | optional argument to `set.seed`.
`use.u` | logical, indicating whether the spherical random effects should be simulated / bootstrapped as well. If `TRUE`, they are not changed, and all inference is conditional on these values. If `FALSE`, new normal deviates are drawn (see Details).
`re.form` | formula, `NA` (equivalent to `use.u=FALSE`), or `NULL` (equivalent to `use.u=TRUE`): alternative to `use.u` for specifying which random effects to incorporate. See `simulate.merMod` for details.
`type` | character string specifying the type of bootstrap, `"parametric"` or `"semiparametric"`; partial matching is allowed.
`verbose` | logical indicating if progress should print output
`.progress` | character string - type of progress bar to display. Default is `"none"`; the function will look for a relevant `*ProgressBar` function, so `"txt"` will work in general; `"tk"` is available if the tcltk package is loaded; or `"win"` on Windows systems. Progress bars are disabled (with a message) for parallel operation.
`PBargs` | a list of additional arguments to the progress bar function (the package authors like `list(style=3)`).
`parallel` | The type of parallel operation to be used (if any). If missing, the default is taken from the option `"boot.parallel"` (and if that is not set, `"no"`).
`ncpus` | integer: number of processes to be used in parallel operation: typically one would choose this to be the number of available CPUs.
`cl` | An optional parallel or snow cluster for use if `parallel = "snow"`. If not supplied, a cluster on the local machine is created for the duration of the `boot` call.

### Details

The semi-parametric variant is only partially implemented, and we only provide a method for `lmer` and `glmer` results.

The working name for bootMer() was “simulestimate()”, as it is an extension of `simulate` (see simulate.merMod), but we want to emphasize its potential for valid inference.

- If `use.u` is `FALSE` and `type` is `"parametric"`, each simulation generates new values of both the “spherical” random effects u and the i.i.d. errors ε, using `rnorm()` with parameters corresponding to the fitted model `x`.

- If `use.u` is `TRUE` and `type=="parametric"`, only the i.i.d. errors (or, for GLMMs, response values drawn from the appropriate distributions) are resampled, with the values of u staying fixed at their estimated values.

- If `use.u` is `TRUE` and `type=="semiparametric"`, the i.i.d. errors are sampled from the distribution of (response) residuals. (For GLMMs, the resulting sample will no longer have the same properties as the original sample, and the method may not make sense; a warning is generated.) The semiparametric bootstrap is currently an experimental feature, and therefore may not be stable.

- The case where `use.u` is `FALSE` and `type=="semiparametric"` is not implemented; Morris (2002) suggests that resampling from the estimated values of u is not good practice.

### Value

an object of S3 `class` `"boot"`, compatible with boot package's `boot()` result.

### References

Davison, A.C. and Hinkley, D.V. (1997) Bootstrap Methods and Their Application. Cambridge University Press.

Morris, J. S. (2002). The BLUPs Are Not ‘best’ When It Comes to Bootstrapping. Statistics & Probability Letters 56(4): 425–430. doi:10.1016/S0167-7152(02)00041-X.

### See Also

- `confint.merMod`, for a more specific approach to bootstrap confidence intervals on parameters.

- `refit()`, or `PBmodcomp()` from the pbkrtest package, for parametric bootstrap comparison of models.

- `boot()`, and then `boot.ci`, from the boot package.

- `profile-methods`, for likelihood-based inference, including confidence intervals.

- `pvalues`, for more general approaches to inference and p-value computation in mixed models.

### Examples

    fm01ML <- lmer(Yield ~ 1|Batch, Dyestuff, REML = FALSE)
    ## see ?"profile-methods"
    mySumm <- function(.) { s <- sigma(.)
        c(beta =getME(., "beta"), sigma = s, sig01 = unname(s * getME(., "theta"))) }
    (t0 <- mySumm(fm01ML)) # just three parameters
    ## alternatively:
    mySumm2 <- function(.) {
       c(beta=fixef(.),sigma=sigma(.), sig01=sqrt(unlist(VarCorr(.))))
    }

    set.seed(101)
    ## 3.8s (on a 5600 MIPS 64bit fast(year 2009) desktop "AMD Phenom(tm) II X4 925"):
    system.time( boo01 <- bootMer(fm01ML, mySumm, nsim = 100) )

    ## to "look" at it
    require("boot") ## a recommended package, i.e. *must* be there
    boo01
    ## note large estimated bias for sig01
    ## (~30% low, decreases _slightly_ for nsim = 1000)

    ## extract the bootstrapped values as a data frame ...
    head(as.data.frame(boo01))

    ## ------ Bootstrap-based confidence intervals ------------

    ## warnings about "Some ... intervals may be unstable" go away
    ##   for larger bootstrap samples, e.g. nsim=500

    ## intercept
    (bCI.1 <- boot.ci(boo01, index=1, type=c("norm", "basic", "perc")))# beta

    ## Residual standard deviation - original scale:
    (bCI.2  <- boot.ci(boo01, index=2, type=c("norm", "basic", "perc")))
    ## Residual SD - transform to log scale:
    (bCI.2L <- boot.ci(boo01, index=2, type=c("norm", "basic", "perc"),
                       h = log, hdot = function(.) 1/., hinv = exp))

    ## Among-batch variance:
    (bCI.3 <- boot.ci(boo01, index=3, type=c("norm", "basic", "perc"))) # sig01

    ## Extract all CIs (somewhat awkward)
    bCI.tab <- function(b,ind=length(b$t0), type="perc", conf=0.95) {
        btab0 <- t(sapply(as.list(seq(ind)),
                        function(i)
                        boot.ci(b,index=i,conf=conf, type=type)$percent))
        btab <- btab0[,4:5]
        rownames(btab) <- names(b$t0)
        a <- (1 - conf)/2
        a <- c(a, 1 - a)
        pct <- stats:::format.perc(a, 3)
        colnames(btab) <- pct
        return(btab)
    }
    bCI.tab(boo01)

    ## Graphical examination:
    plot(boo01,index=3)

    ## Check stored values from a longer (1000-replicate) run:
    load(system.file("testdata","boo01L.RData",package="lme4"))
    plot(boo01L,index=3)
    mean(boo01L$t[,"sig01"]==0) ## note point mass at zero!

[Package lme4 version 1.1-12 Index]