Re: Bootstrap resampling! -> Randomization test
From: "Jogarao Gobburu 301-594-5354 FAX 301-480-3212" <GOBBURUJ@cder.fda.gov>
Subject: Re: Bootstrap resampling! -> Randomization test
Date: Thu, 29 Mar 2001 15:22:06 -0500 (EST)
Dear Ken,
Just one more twist: When the data are sparse (Nobs<Npar) then FO method is 'reasonably' similar to FOCE (F+ERR(1))/FOCE-INTER (F*EXP(ERR(1)). But when the data are dense then there is a more clear superiority of FOCE with or without over FO. Nevertheless, the most reliable p-values can derived using permutations. Our analyses show that even when FOCE(+/- INTER) method is used, the distribution of log-likelihood ratios is not strictly a chi-square distribution, but close enough!
So, one really need not perform parametric bootstrapping or permuations to derive the significance levels if the appropriate estimation method is used, for most routine problems. Only when precise p-values are required (eg: effectiveness claims) then we can use these computationally intensive methods.
Regards,
Joga Gobburu
Pharmacometrics,
CDER, FDA.