Re: st: Small sample

[SR Millis <srmillis@yahoo.com>]

The bootstrap might be helpful to quantifying the degree of over-optimism in the initial fit of your model.  You might also want to consider the use of penalized mathods.  Frank Harrell demonstrates both approaches in his book, Regression Modeling Strategies.

Scott Millis



> On 21.03.2009 07:44, Apostolos Ballas wrote:
> > I am conducting a regression analysis. A reviewer of
> my paper found the
> > sample small (he /she was right numerically speaking
> but it is almost the
> > entire population) and suggested that I use small
> sample techniques. No
> > matter where I looked in standard econometrics
> textbooks there was no
> > reference. Any ideas please? Is bootstrap a possible
> answer?
> >
> > Thanks in advance for your assistance.
> >
> > Apostolos Ballas
> >
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