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Re: st: Comparing non-parametric bootstrap vs. Monte Carlo


From   "Neil Shephard" <nshephard@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Comparing non-parametric bootstrap vs. Monte Carlo
Date   Mon, 14 May 2007 14:13:45 +0100

On 5/14/07, Robert A Yaffee <bob.yaffee@nyu.edu> wrote:
Carlo,
   A reading of Kish, Lohr, Deming and others on sampling will show differences due to finite population
effect will diminish as the sample size increases.  At the size you propose to investigate, there
should be little difference between the methods in which you are interested.  You will find more
on this in Efron's works on the correct number of bootstrap trials to use.
The above is no doubt useful to some, but would be useful to far more
people (both now and in the future for those who may search/browse the
archives) if the complete references were provided.

As stated in the Statalist FAQ (under
http://www.stata.com/support/faqs/res/statalist.html#advice)

" Please do not assume that the literature familiar to you is familiar
to all members of Statalist. Do not refer to publications with just
minimal details (e.g., author and date). Questions of the form "Has
anyone implemented the heteroscedasticity under a full moon test of
Sue, Grabbit, and Runne (1989)?" admittedly divide the world. Anyone
who has not heard of the said test would not be helped by the full
reference to answer the question, but they might well appreciate the
full reference."

Neil
--
"Every great advance in natural knowledge has involved the absolute
rejection of authority."  - Thomas H. Huxley

Email - nshephard@gmail.com / n.shephard@sheffield.ac.uk
Website - http://slack.ser.man.ac.uk/
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