Exchangeably weighted bootstrap schemes

Philippe Van Kerm

London Stata Conference 2022 from Stata Users Group

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.

Date: 2022-09-10
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http://repec.org/lsug2022/uk2022_vankerm-handout.pdf
http://repec.org/lsug2022/uk2022_vankerm-slides.pdf

Related works:
Working Paper: Exchangeably weighted bootstrap schemes (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:lsug22:12

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