A comparison of normal and discrete bootstraps for standard errors in equation systems
AbstractRoot-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.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 2 (1984)
Issue (Month): 3 (May)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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