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  • Bootstrap and Jackkinefe. Working with panel-data model.

    Hi

    How many replications are needed for estimates of standard error (Bootstrap and Jackkinefe)?
    I've just identified an indication - http://www.stata-journal.com/sjpdf.h...iclenum=st0073

    Tks

  • #2
    Janio:
    Efron, B., and R. J. Tibshirani. 1993. An Introduction to the Bootstrap. New York: Chapman & Hall/CRC, page 47: the range of the replications (for estimating SEs) should vary between 25 and 200 (the upper limit is usually suggested).
    Exception made for surveys, jacknife has been in most cases supeseded by bootstrap, due the high computation capabilities of nowadays' computers.


    Kind regards,
    Carlo
    (Stata 18.0 SE)

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    • #3
      Carlo
      Thanks for your help and text reference.
      Jânio

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