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Re: st: Bootstrap with some samples ill-conditioned

From   "Axel Heitmueller" <>
Subject   Re: st: Bootstrap with some samples ill-conditioned
Date   Tue, 9 Sep 2003 09:01:32 +0100

Jun Xu,

I had a similar problem awhile ago with probit and heckprob 
bootstraps and the question is whether one can tread the sub-
samples as independent and random in order to draw separately 
from each sub-group (in your case the four groups) rather than from 
the entire sample which would resolve your problem.
Because there seems not much literature out there, David Moore 
and I are currently running some simulations for the simple probit 
case and preliminary results suggest that over very many samples 
there is not much difference between the two methods. If these 
results turn out to be robust this would mean for your case that you 
could draw from each of the four groups separately as long as they 
represent independent and random samples.


Axel Heitmueller, 
Centre for Economic Reform and Transformation, CERT
School of Management
Heriot-Watt University
EH14 4AS
phone +44(0)131 451 3969
fax +44 (0)131 451 3296
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