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Re: st: Bootrstrapping with panel data (2)


From   Richard Sperling <rsperling@boo.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Bootrstrapping with panel data (2)
Date   Tue, 6 Aug 2002 10:58:51 -0400

Assuming you have access, use the ISI Research database to search for articles 
that cite the Maddala and Wu paper. Maybe you'll find something.

Richard

On Tuesday 06 August 2002 10:28, James W. Shaw wrote:
> 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

-- 
Richard
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