Showing 1 - 7 of 7
This paper considers the problem of choosing the number of bootstrap repetitions B for bootstrap standard errors, confidence intervals, confidence regions, hypothesis tests, p-values, and bias correction. For each of these problems, the paper provides a three-step method for choosing B to...
Persistent link: https://www.econbiz.de/10005231898
Persistent link: https://www.econbiz.de/10005239031
Persistent link: https://www.econbiz.de/10001585371
Persistent link: https://www.econbiz.de/10001449349
Persistent link: https://www.econbiz.de/10001453387
Persistent link: https://www.econbiz.de/10001687496
This paper considers the problem of choosing the number of bootstrap repetitions B for bootstrap standard errors, confidence intervals, and tests. For each of these problems, the paper provides a threestep method for choosing B to achieve a desired level of accuracy. Accuracy is measured by the...
Persistent link: https://www.econbiz.de/10014071571