Reference : Exchangeably weighted bootstrap schemes
Scientific Presentations in Universities or Research Centers : Scientific presentation in universities or research centers
Business & economic sciences : Quantitative methods in economics & management
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Exchangeably weighted bootstrap schemes
van Kerm, Philippe mailto [University of Luxembourg > Faculty of Humanities, Education and Social Sciences (FHSE) > Department of Social Sciences (DSOC) >]
Swiss Stata Conference 2022
[en] bootstrap ; stata ; bayesian bootstrap
[en] 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.

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