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


From   "Carlo Lazzaro" <[email protected]>
To   <[email protected]>
Subject   R: st: Comparing non-parametric bootstrap vs. Monte Carlo
Date   Mon, 14 May 2007 16:45:24 +0200

Dear Neil,

thanks a lot for Your Kindness and for Your Time.

Kind Regards,

Carlo

-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Neil Shephard
Inviato: luned� 14 maggio 2007 15.14
A: [email protected]
Oggetto: Re: st: Comparing non-parametric bootstrap vs. Monte Carlo

On 5/14/07, Robert A Yaffee <[email protected]> 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 - [email protected] / [email protected]
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