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st: Wild Bootstrap


From   Xinyi W <w_xy2006@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Wild Bootstrap
Date   Mon, 6 Aug 2007 18:04:59 -0700 (PDT)

Hello Statalisters,

I am interested in implementing the wild bootstrap
(also called wild cluster bootstrap) for a small
number of clusters. It is a technique discussed by
Cameron, Gelbach, and Miller in their paper entitled,
"Bootstrap-Based Improvements for Inference with
Clustered Errors." Does this program already exist for
Stata (or another software), or does anyone have any
suggestions for an existing program that would be easy
to adapt to do this?

Thank you very much for any suggestions!
Xinyi


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