IDEAS home Printed from https://ideas.repec.org/p/boc/lsug22/12.html
   My bibliography  Save this paper

Exchangeably weighted bootstrap schemes

Author

Listed:
  • Philippe van Kerm

    (LISER and University of Luxembourg)

Abstract

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 talk 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," London Stata Conference 2022 12, Stata Users Group.
    • Handle: RePEc:boc:lsug22:12
    as

    Download full text from publisher

    File URL: http://repec.org/lsug2022/uk2022_vankerm-handout.pdf
    Download Restriction: no
    File URL: http://repec.org/lsug2022/uk2022_vankerm-slides.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:lsug22:12. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/stataea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.