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st: how to do subsampling in stata


From   László Sándor <sandorl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: how to do subsampling in stata
Date   Wed, 14 Aug 2013 11:58:22 -0400

Hi all,

I wonder why I found no comments, help files, FAQs, list entries on
subsampling implemented in Stata. Isn't one of the
sampling-bootstrapping commands fit to that too? Is the sampling
without replacement the biggest difficulty?

I would have thought a simple option could have been added to
-bootstrap- long ago to achieve this.

Or am I overlooking another simple solution?

Here is why I think it would be good to have it:
"The bootstrap and subsampling are powerful techniques for
constructing confidence intervals. Subsampling works under weaker
conditions and relies on simpler theory."
http://normaldeviate.wordpress.com/2013/01/27/bootstrapping-and-subsampling-part-ii/

Also see http://arxiv.org/abs/1204.2762 .

Thanks,

Laszlo
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