Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Parametric bootstrap


From   "Stas Kolenikov" <[email protected]>
To   [email protected]
Subject   Re: st: Parametric bootstrap
Date   Sat, 27 Jan 2007 10:46:40 -0600

Parametric bootstrap is essentially a Monte Carlo simulation, so if
you can want to get away from -post- command (low level, pretty
powerful, but with some learning curve), you can just use -simulate-.
I would expect that the parametric bootstrap is only as good as the
model that you are using, and is not offering as many advantages as
the non-parametric one.

On 1/27/07, Carlo Lazzaro <[email protected]> wrote:
is there anyone who can please give me some hint about performing a
parametric bootstrap using STATA 9/SE? I am quite familiar with
non-parametric bootstrapping.
--
Stas Kolenikov
http://stas.kolenikov.name
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index