Yao, Qiwei ORCID: 0000-0003-2065-8486, Tong, Howell, Finkenstädt, Bärbel and Stenseth, Nils Chr
(2000)
Common structure in panels of short time series.
Proceedings of the Royal Society: B Biological Sciences, 267 (1460).
pp. 2459-2467.
ISSN 1471-2954
Abstract
Typically, in many studies in ecology, epidemiology, biomedicine and others, we are confronted with panels of short time–series of which we are interested in obtaining a biologically meaningful grouping. Here, we propose a bootstrap approach to test whether the regression functions or the variances of the error terms in a family of stochastic regression models are the same. Our general setting includes panels of time–series models as a special case. We rigorously justify the use of the test by investigating its asymptotic properties, both theoretically and through simulations. The latter confirm that for finite sample size, bootstrap provides a better approximation than classical asymptotic theory.We then apply the proposed tests to the mink–muskrat data across 81 trapping regions in Canada. Ecologically interpretable groupings are obtained, which serve as a necessary first step before a fuller biological and statistical analysis of the food chain interaction.
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