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Exchangeably weighted bootstrap schemes


  • Philippe Van Kerm

    (Luxembourg Institute of Socio-Economic Research)


The exchangeably weighted bootstrap is one of the many variants of bootstrap resampling schemes. Rather than directly drawing observations with replacement from the data, weighted bootstrap schemes generate vectors of replication weights to form bootstrap replications. Various ways to generate the replication weights can be adopted, and some choices bring practical computational advantages. This presentation demonstrates how easily such schemes can be implemented and where they are particularly useful, and introduces the exbsample command, which facilitates their implementation.

Suggested Citation

  • Philippe Van Kerm, 2022. "Exchangeably weighted bootstrap schemes," Swiss Stata Conference 2022 10, Stata Users Group.
  • Handle: RePEc:boc:csug22:10

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