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Bootstrapping Error Component Models
Journal article   Peer reviewed

Bootstrapping Error Component Models

Michael K. Andersson and Sune Karlsson
Computational statistics, Vol.16(2), pp.221-231
2001-07-01
DOI: https://doi.org/10.1007/s001800100061

Abstract

Economics and Business Ekonomi och näringsliv Matematik Nationalekonomi Naturvetenskap panel data; bootstrap; bootstrap test; resampling Probability Theory and Statistics Samhällsvetenskap Sannolikhetsteori och statistik Statistik Economics Mathematics Natural Sciences Social Sciences Statistics
This paper proposes several resampling algorithms suitable for error component models and evaluates them in the context of bootstrap testing. In short, all the algorithms work well and lead to tests with correct or close to correct size. There is thus little or no reason not to use the bootstrap with error component models.

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