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Re: st: Wild Bootstrap

From   "Austin Nichols" <>
Subject   Re: st: Wild Bootstrap
Date   Fri, 31 Aug 2007 10:08:16 -0400

The code used in Cameron, Gelbach, and Miller 's
"Bootstrap-Based Improvements for Inference with Clustered Errors"
is available at Jonah Gelbach's website:
---------- Begin Forwarded message ----------
go to
for the code, and
for a very brief discussion of how to figure out how to use the
code. unfortunately i haven't yet had time to write a real doc file,
but it should be straightforward to figure out within an hour or so
---------- End Forwarded message ----------
If no one else does, eventually I will turn the code into an SSC module.

On 8/6/07, Robert A Yaffee <> wrote:
> 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

> ----- Original Message -----
> From: Xinyi W <>
> Date: Monday, August 6, 2007 9:06 pm
> Subject: st: Wild Bootstrap
> To:
> > 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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