An introduction to bootstrap p-values for regression models using the boot.pval package
In boot.pval: Bootstrap p-Values

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

Background

p-values can be computed by inverting the corresponding confidence intervals, as described in Section 14.2 of Thulin (2024) and Section 3.12 in Hall (1992). This package contains functions for computing bootstrap p-values in this way. The approach relies on the fact that:

The p-value of the two-sided test for the parameter theta is the smallest alpha such that theta is not contained in the corresponding 1-alpha confidence interval,
For a test of the parameter theta with significance level alpha, the set of values of theta that aren't rejected by the two-sided test (when used as the null hypothesis) is a 1-alpha confidence interval for theta.

Summaries for regression models

Summary tables with confidence intervals and p-values for the coefficients of regression models can be obtained using the boot_summary (most models) and censboot_summary (models with censored response variables) functions. Currently, the following models are supported:

Linear models fitted using lm,
Generalised linear models fitted using glm or glm.nb,
Nonlinear models fitted using nls,
Robust linear models fitted using MASS::rlm,
Ordered logistic or probit regression models fitted (without weights) using MASS:polr,
Linear mixed models fitted using lme4::lmer or lmerTest::lmer,
Generalised linear mixed models fitted using lme4::glmer.
Cox PH regression models fitted using survival::coxph (using censboot_summary).
Accelerated failure time models fitted using survival::survreg or rms::psm (using censboot_summary).
Any regression model such that: residuals(object, type="pearson") returns Pearson residuals; fitted(object) returns fitted values; hatvalues(object) returns the leverages, or perhaps the value 1 which will effectively ignore setting the hatvalues. In addition, the data argument should contain no missing values among the columns actually used in fitting the model.

A number of examples are available in Chapters 8 and 9 of Modern Statistics with R.

library(boot.pval)

Here are some simple examples with a linear regression model for the mtcars data:

# Bootstrap summary of a linear model for mtcars:
model <- lm(mpg ~ hp + vs, data = mtcars)
boot_summary(model)

# Use 9999 bootstrap replicates and adjust p-values for
# multiplicity using Holm's method:
boot_summary(model, R = 9999, adjust.method = "holm")

# Use case resampling instead of residual resampling:
boot_summary(model, method = "case")

# Export results to a gt table:
boot_summary(model, R = 9999) |>
  summary_to_gt()

See Davison and Hinkley (1997) for details about residual resampling (the default) and case resampling.

# Export results to a Word document:
library(flextable)
boot_summary(model, R = 9999) |>
  summary_to_flextable() |> 
  save_as_docx(path = "my_table.docx")

And a toy example for a generalised linear mixed model (using a small number of bootstrap repetitions):

library(lme4)
model <- glmer(TICKS ~ YEAR + (1|LOCATION),
           data = grouseticks, family = poisson)
boot_summary(model, R = 99)

Speeding up computations

For complex models, speed can be greatly improved by using parallelisation. For lmer and glmer models, this is set using the parallel (available options are "multicore" and "snow"). The number of CPUs to use is set using ncpus.

model <- glmer(TICKS ~ YEAR + (1|LOCATION),
           data = grouseticks, family = poisson)
boot_summary(model, R = 999, parallel = "multicore", ncpus = 10)

For other models, use ncores:

model <- lm(mpg ~ hp + vs, data = mtcars)
boot_summary(model, R = 9999, ncores = 10)

Survival models

Survival regression models should be fitted using the argument model = TRUE. A summary table can then be obtained using censboot_summary. By default, the table contains exponentiated coefficients (i.e. hazard ratios, in the case of a Cox PH model).

library(survival)
# Weibull AFT model:
model <- survreg(formula = Surv(time, status) ~ age + sex, data = lung,
                dist = "weibull", model = TRUE)
# Table with exponentiated coefficients:
censboot_summary(model)

# Cox PH model:
model <- coxph(formula = Surv(time, status) ~ age + sex, data = lung,
               model = TRUE)
# Table with hazard ratios:
censboot_summary(model)
# Table with original coefficients:
censboot_summary(model, coef = "raw")

To speed up computations using parallelisation, use the parallel and ncpus arguments:

censboot_summary(model, parallel = "multicore", ncpus = 10)

Other hypothesis tests

Bootstrap p-values for hypothesis tests based on boot objects can be obtained using the boot.pval function. The following examples are extensions of those given in the documentation for boot::boot:

# Hypothesis test for the city data
# H0: ratio = 1.4
library(boot)
ratio <- function(d, w) sum(d$x * w)/sum(d$u * w)
city.boot <- boot(city, ratio, R = 999, stype = "w", sim = "ordinary")
boot.pval(city.boot, theta_null = 1.4)

# Studentized test for the two sample difference of means problem
# using the final two series of the gravity data.
diff.means <- function(d, f)
{
  n <- nrow(d)
  gp1 <- 1:table(as.numeric(d$series))[1]
  m1 <- sum(d[gp1,1] * f[gp1])/sum(f[gp1])
  m2 <- sum(d[-gp1,1] * f[-gp1])/sum(f[-gp1])
  ss1 <- sum(d[gp1,1]^2 * f[gp1]) - (m1 *  m1 * sum(f[gp1]))
  ss2 <- sum(d[-gp1,1]^2 * f[-gp1]) - (m2 *  m2 * sum(f[-gp1]))
  c(m1 - m2, (ss1 + ss2)/(sum(f) - 2))
}
grav1 <- gravity[as.numeric(gravity[,2]) >= 7, ]
grav1.boot <- boot(grav1, diff.means, R = 999, stype = "f",
                   strata = grav1[ ,2])
boot.pval(grav1.boot, type = "stud", theta_null = 0)