How to bootstrap respecting within-subject information?

Just modify your call to boot() like this:

data.boot <- boot(data, boot.huber, 1999, strata=data$Subject)

?boot provides this description of the strata= argument, which does exactly what you are asking for:

strata: An integer vector or factor specifying the strata for multi-sample problems. This may be specified for any simulation, but is ignored when ‘sim = "parametric"’. When ‘strata’ is supplied for a nonparametric bootstrap, the simulations are done within the specified strata.

Additional note:

To confirm that it's working as you'd like, you can call debugonce(boot), run the call above, and step through the debugger until the object i (whose rows contain the indices used to resample rows of data to create each bootstrap resample) has been assigned, and then have a look at it.

debugonce(boot)data.boot <- boot(data, boot.huber, 1999, strata=data$Subject)# Browse[2]>## [Press return 34 times]# Browse[2]> head(i)#      [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]# [1,]    9   10   11   16    9   14   15   16    9     2    15    16     1    10# [2,]    9   14    7   12    5    6   15    4   13     6    11    16    13     6# [3,]    5   10   15   16    9    6    3    4    1     2    15    12     5     6# [4,]    5   10   11    4    9    6   15   16    9    14    11    16     5     2# [5,]    5   10    3    4    1   10   15   16    9     6     3     8    13    14# [6,]   13   10    3   12    5   10    3    4    5    14     7    16     5    14#      [,15] [,16]# [1,]     7     8# [2,]    11    16# [3,]     3    16# [4,]     3     8# [5,]     7     8# [6,]     7    12

(You can enter Q to leave the debugger at any time.)