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A comparison of normal and discrete bootstraps for standard errors in equation systems

Author

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  • Theil, Henri
  • Rosalsky, Mercedes C.
  • Finke, Renate

Abstract

Root-mean-squared errors and asymptotic standard errors of ML coefficient estimates are compared for equation systems of different size, using normal and discrete bootstrap. It appears that exploiting normality does not yield any gain. Suggestions are made for correcting the downward bias of bootstrap RMSEs.

Suggested Citation

  • Theil, Henri & Rosalsky, Mercedes C. & Finke, Renate, 1984. "A comparison of normal and discrete bootstraps for standard errors in equation systems," Statistics & Probability Letters, Elsevier, vol. 2(3), pages 175-180, May.
    • Handle: RePEc:eee:stapro:v:2:y:1984:i:3:p:175-180
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    Cited by:

    1. E.A. Selvanathan, 1988. "The Stochastic Approach to Index Numbers: Extensions," Economics Discussion / Working Papers 88-15, The University of Western Australia, Department of Economics.
    2. E.A. Selvanathan, 1985. "Forecasting Alcohol Consumption to the Year 2000," Economics Discussion / Working Papers 85-13, The University of Western Australia, Department of Economics.

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