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
[email protected]
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