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Re: st: RE: Bootstrapping clustered residuals


From   Martin Raymond West <mrwest@fas.harvard.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Bootstrapping clustered residuals
Date   Wed, 20 Nov 2002 19:52:09 -0500 (EST)

Thanks for your response, Nick.  Unfortunately the standard -bs- command
draws observations from the original data to construct bootstrap samples,
not from the residuals of the model that is being estimated.  I need to do
the latter.  Does anyone know of code that allows one to do this?


On Wed, 20 Nov 2002, Nick Cox wrote:

> Martin Raymond West
> >
> > I am interested in generating a bootstrapped standard error of a
> > regression coefficient by bootstrapping the residuals from
> > the original
> > model (as discussed in Effron and Tibshirani 1998).
> >
> > One complication: my data is also clustered, so I need to
> > take this into
> > account when drawing the bootstrap samples.
> >
> > Does anyone know of an existing program that can accomplish this?
>
> The help for -bs- reveals a -cluster()- option...
>
> Nick
> n.j.cox@durham.ac.uk
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