Exchangeably weighted bootstrap schemes

Reference : Exchangeably weighted bootstrap schemes


	Document type :	Scientific Presentations in Universities or Research Centers : Scientific presentation in universities or research centers
	Discipline(s) :	Business & economic sciences : Quantitative methods in economics & management
	Focus Areas :	Computational Sciences
	To cite this reference:	http://hdl.handle.net/10993/53412

Title :	Exchangeably weighted bootstrap schemes
Language :	English
Author, co-author :	van Kerm, Philippe [University of Luxembourg > Faculty of Humanities, Education and Social Sciences (FHSE) > Department of Social Sciences (DSOC) >]
Publication date :	18-Nov-2022
Audience :	International
Event name :	Swiss Stata Conference 2022
Event date :	18-11-2022
Event place (city) :	Bern
Event country :	Switzerland
Keywords :	[en] bootstrap ; stata ; bayesian bootstrap
Abstract :	[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.
Permalink :	http://hdl.handle.net/10993/53412
Other URL :	https://econpapers.repec.org/paper/boccsug22/10.htm

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	File	Commentary	Version	Size	Access
Open access	VanKerm-Bern2022-exbsample.pdf		Author preprint	1.33 MB	View/Open

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