Bootstrapping Error Component Models
This paper proposes several resampling algorithms suitable for error component models and evaluates them in the context of bootstrap testing. In short, all the algorithms work well and lead to tests with correct or close to correct size. There is thus little or no reason not to use the bootstrap with error component models.
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|Date of creation:||12 Feb 1999|
|Date of revision:||30 Jun 2000|
|Publication status:||Published in Computational Statistics, 2001, pages 221-231.|
|Contact details of provider:|| Postal: The Economic Research Institute, Stockholm School of Economics, P.O. Box 6501, 113 83 Stockholm, Sweden|
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