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st: Difference between Monte Carlo simulation and the parametric bootstrap


From   Richard Sperling <rsperling@rcn.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Difference between Monte Carlo simulation and the parametric bootstrap
Date   Mon, 23 Jun 2008 13:39:35 -0400

Dear list members,

I would appreciate it if someone could clarify the distinction between  
Monte Carlo simulation and the parametric bootstrap. If I'm not  
mistaken, one use of Monte Carlo simulation is to assess the sampling  
distribution of an estimator. In contrast, the parametric bootstrap is  
used to estimate the variance of a statistic and its sampling  
distribution.

But don't both the Monte Carlo method and parametric bootstrap require  
specifying a data generating process? It is at this point where I'm a  
little confused and fail to see the distinction between the two methods.

Also note that I am not talking about the non-parametric bootstrap.

Thank you for your help.

Richard

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