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R: st: Parametric bootstrap


From   "Carlo Lazzaro" <[email protected]>
To   <[email protected]>
Subject   R: st: Parametric bootstrap
Date   Sat, 27 Jan 2007 18:11:30 +0100

Dear Maarten and Stas,

Thanks a lot for Your Helpful hints.

Kind Regards,

Carlo


-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Stas Kolenikov
Inviato: sabato 27 gennaio 2007 17.47
A: [email protected]
Oggetto: Re: st: Parametric bootstrap

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
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