Re: Bootstrap resampling!

From: "Jogarao Gobburu 301-594-5354 FAX 301-480-3212" <GOBBURUJ@cder.fda.gov> Subject: Re: Bootstrap resampling! Date: Thu, 29 Mar 2001 10:28:31 -0500 (EST) Dear ALL, Yes, we have some experience with this procedure. Recently, John Lawrence (FDA) and I performed some experiments to find out the exact significance level of including a covariate, say weight (WT) (nested model). So, one would simulate under the null hypothesis. This means, it does not matter whose weight is what. The WTs of all IDs are swapped among the IDs and then the 'permuted' data are fitted to the alternate model (ie. with WT as covariate). The distribution of log-likelihood ratios so generated is used to find the 'conditional' significance level, instead of the 'asymptotic' p-value (chisq. dist., df=1). This procedure has 3 different names: permutation test, randomization test and rerandomization test (I have the reference somewhere, but cannot find it right now!). We will be presenting this at PAGE 2001 and eventually to a wider audience by other means. Regards, Joga Gobburu Pharmacometrics, CDER, FDA.