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


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Comparing non-parametric bootstrap vs. Monte Carlo
Date   Mon, 14 May 2007 10:04:52 -0400

Carlo,
   Neil is correct. I should have mentioned the references. 
So here are some of them:  Leslie Kish, in Survey Sampling, covers the finite population
correction on pp. 43ff.  Sharon Lohr, in Sampling: Design and Analysis, addresses
this matter on pp 33,45.  She also refers to this matter in pp. 196-199.  W. E. Deming
in Some Theory on Sampling takes it up on pp. 103-104.  Efron and Tibshirani, 1986, sec 9
take up the number of iterations needed.
   Regards,
      Bob Yaffee


Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University

home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
yaffee@nyu.edu

----- Original Message -----
From: Neil Shephard <nshephard@gmail.com>
Date: Monday, May 14, 2007 9:16 am
Subject: Re: st: Comparing non-parametric bootstrap vs. Monte Carlo
To: statalist@hsphsun2.harvard.edu


> 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/
> Photos - http://www.flickr.com/photos/slackline/
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