Dear Xinyi,
To my knowledge the Wild Bootstrap program does not yet exist as a part of Stata.
It is possible that some user may have written a program to do it in Stata,
but I am not aware of that.
Regards,
Bob
Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University
home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
[email protected]
homepage: http://homepages.nyu.edu/~ray1/
----- Original Message -----
From: Xinyi W <[email protected]>
Date: Monday, August 6, 2007 9:06 pm
Subject: st: Wild Bootstrap
To: [email protected]
> Hello Statalisters,
>
> I am interested in implementing the wild bootstrap
> (also called wild cluster bootstrap) for a small
> number of clusters. It is a technique discussed by
> Cameron, Gelbach, and Miller in their paper entitled,
> "Bootstrap-Based Improvements for Inference with
> Clustered Errors." Does this program already exist for
> Stata (or another software), or does anyone have any
> suggestions for an existing program that would be easy
> to adapt to do this?
>
> Thank you very much for any suggestions!
> Xinyi
>
>
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