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st: Bootrstrapping with panel data (2)


From   "James W. Shaw" <shaw@pharmacy.arizona.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bootrstrapping with panel data (2)
Date   Tue, 06 Aug 2002 07:28:45 -0700

Dear Sirs:

I have found one article that describes a method that can be used to
bootstrap from panel data.  Maddala and Wu (Oxford Bull Econ Statistics
1999; 61(0): 631-652) describe a procedure in which the bootstrap sample
is generated by sampling randomly and with replacement T cases from each
cross-sectional unit while including the same N cross-sectional units in
the bootstrap sample.  I believe that this may work for my problem;
however, their method was specifically designed for use in cases where
cross-sectional correlation is present (which, at this time, we do not
expect with our data).  Is anyone aware of any other papers that have
been written on the subject?  I have found no papers that directly
address the bootstrapping of random-effects regression estimates.

Again, I appreciate your help.

Best Regards,

James Shaw
Graduate Research Associate
College of Pharmacy
The University of Arizona
shaw@pharmacy.arizona.edu
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