Weighted-bootstrap alignment of explanatory variables

Peter Hall, Xiaoyan Leng*, Hans Georg Müller

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    3 Citations (Scopus)

    Abstract

    Adjustment for covariates is a time-honored tool in statistical analysis and is often implemented by including the covariates that one intends to adjust as additional predictors in a model. This adjustment often does not work well when the underlying model is misspecified. We consider here the situation where we compare a response between two groups. This response may depend on a covariate for which the distribution differs between the two groups one intends to compare. This creates the potential that observed differences are due to differences in covariate levels rather than "genuine" population differences that cannot be explained by covariate differences. We propose a bootstrap-based adjustment method. Bootstrap weights are constructed with the aim of aligning bootstrap-weighted empirical distributions of the covariate between the two groups. Generally, the proposed weighted-bootstrap algorithm can be used to align or match the values of an explanatory variable as closely as desired to those of a given target distribution. We illustrate the proposed bootstrap adjustment method in simulations and in the analysis of data on the fecundity of historical cohorts of French-Canadian women.

    Original languageEnglish
    Pages (from-to)1817-1827
    Number of pages11
    JournalJournal of Statistical Planning and Inference
    Volume138
    Issue number6
    DOIs
    Publication statusPublished - 1 Jul 2008

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