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Re: st: BCa bootstrap CIs: must I jackknife the entire sample?
From
krusty the klown <[email protected]>
To
[email protected]
Subject
Re: st: BCa bootstrap CIs: must I jackknife the entire sample?
Date
Mon, 8 Mar 2010 07:34:20 -0800 (PST)
Hi,
I think that before applying (BCa) bootstrap you should check if for your
statistic's variance there are some asymptotic results: indeed, 50000 is too
large for applying the jackknife procedure, which gives you the acceleration
term, and perhaps is also too large to draw bootstrap samples!:rules:
Good luck!
KTK
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