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st: R: Small sample


From   "Carlo Lazzaro" <carlo.lazzaro@tiscalinet.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: R: Small sample
Date   Sat, 21 Mar 2009 08:57:20 +0100

Dear Apostolos,
provided I am a health economist and not an econometrician, I have spotted
one textbook (hopefully referring to) your query:

Ullah A. Finite Sample Econometrics. Oxford: Oxford University Press, 2004.

Quoting the first two lines out from the back cover: "Finite sample results
are extremely useful for applied econometric analysis, especially with small
or moderaltely large sample data." 

I do hope that your knowledge of matrix algebra is far better than mine, as
at first glance, this advanced textbook in econometrics is full of it.

As far as your second question is concerned, I suppose that bootstrap may be
a good choice, but conditional on what you are going to bootstrap. Besides,
and probably more important, is bootstrapping a fruitful approach to address
referee's comments on the submitted draft of your paper?

Kind Regards and all the Best for your research paper,
Carlo

-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Apostolos Ballas
Inviato: sabato 21 marzo 2009 7.44
A: statalist@hsphsun2.harvard.edu
Oggetto: st: Small sample

I am conducting a regression analysis. A reviewer of my paper found the
sample small (he /she was right numerically speaking but it is almost the
entire population) and suggested that I use small sample techniques. No
matter where I looked in standard econometrics textbooks there was no
reference. Any ideas please? Is bootstrap a possible answer?

Thanks in advance for your assistance.

Apostolos Ballas

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