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st: AW: Relation between bootstrap sample size and number of replications


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: Relation between bootstrap sample size and number of replications
Date   Fri, 27 Mar 2009 14:26:55 +0100

<> 

Try chapter 13 of http://www.stata-press.com/books/mus.html ,in particular
page 419, and -findit bssize-. The accompanying article is freely available
at http://www.stata-journal.com/sjpdf.html?articlenum=st0073




HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Carlos Garcia
Gesendet: Freitag, 27. März 2009 13:51
An: [email protected]
Betreff: st: Relation between bootstrap sample size and number of
replications

Dear members of StataList:

I am using Stata for bootstrapping regression estimates. I wonder,
what is the relation between the bootstrap sample size and number of
replications given the known sample size for the initial estimates?
how to decide systematically on the bootstrap sample size and the
number of replications?

Thank you,

Carlos Garcia
LSU Student
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