Xinyi--
The code used in Cameron, Gelbach, and Miller 's
"Bootstrap-Based Improvements for Inference with Clustered Errors"
is available at Jonah Gelbach's website:
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go to
http://glue.umd.edu/~gelbach/ado/wildbs_new.ado
for the code, and
http://glue.umd.edu/~gelbach/ado/wildbs_new-some-notes.txt
for a very brief discussion of how to figure out how to use the
code. unfortunately i haven't yet had time to write a real doc file,
but it should be straightforward to figure out within an hour or so
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If no one else does, eventually I will turn the code into an SSC module.
On 8/6/07, Robert A Yaffee <[email protected]> wrote:
> Dear Xinyi,
> To my knowledge the Wild Bootstrap program does not yet exist as a part of Stata.
> It is possible that some user may have written a program to do it in Stata,
> but I am not aware of that.
> Regards,
> Bob
> ----- Original Message -----
> From: Xinyi W <[email protected]>
> Date: Monday, August 6, 2007 9:06 pm
> Subject: st: Wild Bootstrap
> To: [email protected]
> > I am interested in implementing the wild bootstrap
> > (also called wild cluster bootstrap) for a small
> > number of clusters. It is a technique discussed by
> > Cameron, Gelbach, and Miller in their paper entitled,
> > "Bootstrap-Based Improvements for Inference with
> > Clustered Errors." Does this program already exist for
> > Stata (or another software), or does anyone have any
> > suggestions for an existing program that would be easy
> > to adapt to do this?
> >
> > Thank you very much for any suggestions!
> > Xinyi
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