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Re: st: RE: Bootstrapping clustered residuals
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...
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