29 Mar
2009
29 Mar
'09
6 p.m.
Hi all,
When you're using bootstrapping to obtain the confidence intervals and the
significance of your regression coefficients, does the size of subsample that you sample
from in each iteration matter? I noticed that the standard deviations of my coefficients
decreases as the size of the subsample approach my full sample. What's the rule of
thumb on this? In problem set 1, we only used bootstrapping to obtain the mean and
standard deviations of the coefficients, but not the confidence intervals
Thanks guys,
Clarence