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Re: st: on bootstrap


From   David Hoaglin <dchoaglin@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: on bootstrap
Date   Thu, 27 Dec 2012 08:27:31 -0500

Dear Ivica,

I must leave the details of the programming to others, but I can
describe what you want the process of bootstrapping to do in this
application.

Denote the number of observations in the two countries by N0 and N1,
respectively.  Each bootstrap replicate should draw, with replacement,
a sample of N0 observations from the data on y0 and, independently, a
sample of N1 observations from the data on y1, and then determine the
medians of those two samples and take their ratio (that is, it
produces a value of the ratio for each replicate).

Regards,

David Hoaglin

On Thu, Dec 27, 2012 at 3:58 AM, Rubil Ivica <irubil@eizg.hr> wrote:
> Dear Statalisters,
>
> I have a question on bootstrap. I have cross-sectional data on incomes for two countries, y0 and y1. I would like to obtain bootstrap standard errors for the ratio of medians of these two income distributions. Two ways come to my mind but I am not sure which one would be more appropriate:

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