<>
Maarten's reply is pretty complete except that theoretically, you
would probably be better off using a wild bootstrap instead of a
standard parametric bootstrap:
http://www.jstor.org/stable/2242083
See also:
http://www3.stat.sinica.edu.tw/statistica/oldpdf/A11n18.pdf
Some Stata code for the wild bootstrap is available here:
http://www.econ.ucdavis.edu/faculty/dlmiller/statafiles/
T
On Mon, Jan 25, 2010 at 12:25 PM, Sharooon <[email protected]> wrote:
> I'm using a variant of Yatchew's method for a partially linear regression. Everything works and I have a nice non-parametric kernel, but I'd like to put some confidence intervals around it. I can't get the bootstrap to work with locpoly. Does anyone have a way to do this? Suggestions?
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--
To every ω-consistent recursive class κ of formulae there correspond
recursive class signs r, such that neither v Gen r nor Neg(v Gen r)
belongs to Flg(κ) (where v is the free variable of r).
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