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Resampling and simulation methods

Bootstrap sampling and estimation

  • Bootstrap Stata commands
  • Bootstrap user-written programs
  • Bootstrap coefficients from most estimation commands by adding an option
  • Bias estimation
  • Clustered data
  • Stratified data
  • Survey data
  • Obtain bootstrap standard errors from most estimation commands by adding an option
  • CI/variance estimators
    • Normal approximation
    • Percentile
    • Bias-corrected (BC)
    • Bias-corrected and accelerated (BCa)
  • Postbootstrapping
    • Tests of linear and nonlinear combinations of estimates
    • Linear and nonlinear combinations of estimates with confidence intervals

Random-number generators

  • Beta
  • Binomial
  • χ2
  • Gamma
  • Hypergeometric
  • Negative binomial
  • Normal
  • Poisson
  • Student’s t
  • Uniform

Jackknife estimation

  • Jackknife Stata commands
  • Jackknife user-written programs
  • Jackknife coefficients from most estimation commands by adding an option
  • Hold one out
  • Clustered data
  • Survey data
  • Obtain jackknife standard errors from most estimation commands by adding an option
  • Postjackknifing
    • Tests of linear and nonlinear combinations of estimates
    • Linear and nonlinear combinations of estimates with confidence intervals

Monte Carlo simulation

  • Check the performance of statistical methods
  • Simulate Stata commands
  • Simulate user-written commands

Permutation tests

  • Stratified data
  • One-sided tests
  • Two-sided tests
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