Jackknifing the bootstrap: Some Monte Carlo evidence

Communications in Statistics Part B: Simulation and Computation

Volumn 26, Issue 1, 1997, Pages 125-139

  Hill, R Carter ^a   Cartwright, Phillip A ^b   Nielsen, A C ^b   Arbaugh, Julia F ^c  

^a LOUISIANA STATE UNIVERSITY   (United States)

^b Arbaugh and Associates ^*  (France)

^c Arbaugh and Associates   (United States)

Author keywords

Linear regression model; Seemingly unrelated regressions

Indexed keywords

ERROR ANALYSIS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; REGRESSION ANALYSIS;

BOOTSTRAP STANDARD ERROR; JACKKNIFE AFTER BOOTSTRAP;

MONTE CARLO METHODS;

EID: 0031062162     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610919708813371     Document Type: Article

References (15)

1. Atkinson, S.E. and Wilson, P.W. (1992). "The Bias of Bootstrapped Versus Conventional Standard Errors in the General Linear and SUR Models," Econometric Theory, 8, 258-275.
2. Berndt, E. (1991). The Practice of Econometrics, Reading, MA: Addison-wesley.
3. Bickel, P.J. and Freedman, D.A. (1981). "Some Asymptotic Theory for the Bootstrap," Annals of Statistics, 9, 1196-1217.
4. Bickel, P.J. and Freedman, D.A. (1983). "Bootstrapping Regression Models with Many Parameters," A Festschrift for Erich Lehmann, (P. Bickel, K. Doksum and J.L. Hodges, eds.) Belmont, Ca: Wadsworth, 28-48.
5. Efron, Bradley (1979). "Bootstrap Methods: Another Look at the Jackknife," The Annals of Statistics, 7, 1-26.
6. Efron, Bradley (1982). The Jackknife, the Bootstrap and Other Resampling Plans, CBMS-NSF Regional Conference Series in Applied Mathematics, Monograph 38, Philadelphia: Society for Industrial and Applied Mathematics.
7. Efron, Bradley (1992). "Jackknife-after-Bootstrap Standard Errors and influence Functions," Journal of the Royal Statistical Society, B, 54, 83-127.
8. Efron, Bradley and Tibshirani, R.J. (1993). An Introduction to the Bootstrap, New York: Chapman and Hall.
9. Freedman, D.A. (1981). "Bootstrapping Regression Models," The Annals of Statistics, 9, 1218-1228.
10. Freedman, D.A. and Peters, S.C. (1984a). "Bootstrapping a Regression Equation: Some Empirical Results," Journal of the American Statistical Association, 79, 97-106.
11. Freedman, D.A. and Peters, S.C. (1984b). "Bootstrapping an Econometric Model: Some Empirical Results," Journal of Business and Economic Statistics, 2, 150-158.
12. Judge, G.G., Hill, R. C., Griffiths, W.E., Lütkepohl, H. and Lee, T.C. (1988). Introduction to the Theory and Practice of Econometrics, 2nd Edition, New York: John Wiley and Sons, Inc.
13. Swanepoel, J.W.H. (1990). "A Review of Bootstrap Methods," South African Statistics Journal, 24, 1-34.
14. Wu, C.F.J. (1986). "Jackknife, Bootstrap, and Other Resampling Methods in Regression Analysis," Annals of Statistics, 14, 1261-1295.
15. Zellner, A. (1962). "An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias," Journal of the American Statistical Association, 57, 348-368.