On Oct 26, 2006, at 10:47 AM, Brian P. Poi wrote:
On Thu, 26 Oct 2006, Scott Cunningham wrote:
I'm trying to determine how many replications to use with -bsqreg-
and am looking over -bssize-. This 3-step process is going to
take a long time if I have to first estimate the model using over
1000 replications, let alone use the additional two-steps. Do
many of you suggest this 3-step approach of Andrews and
Bunchinsky's 2000 Econometrica article, though?*
Brian,
Thanks for this response. This was very thorough and very helpful.
scott
*
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