Library Header Image
LSE Research Online LSE Library Services

Common structure in panels of short time series

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

Download (312kB) | Preview

Identification Number: 10.1098/rspb.2000.1306


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.

Item Type: Article
Official URL:
Additional Information: © 2000 Royal Society
Divisions: Statistics
Subjects: H Social Sciences > HA Statistics
Date Deposited: 02 Jul 2008 11:05
Last Modified: 15 Sep 2023 12:33

Actions (login required)

View Item View Item


Downloads per month over past year

View more statistics