空间自助法是否有效推断的万能药?

IS SPATIAL BOOTSTRAPPING A PANACEA FOR VALID INFERENCE?

Journal of Regional Science · 2013
被引 2
人大 A-ABS 3

中文导读

通过蒙特卡洛模拟发现,基于受限残差的wild bootstrap检验在空间横截面数据中优于渐近检验和其他自助法检验。

Abstract

ABSTRACT Bootstrapping methods have so far been rarely used to evaluate spatial datasets. Based on an extensive Monte Carlo study we find that also for spatial, cross‐sectional data, the wild bootstrap test proposed by Davidson and Flachaire ( ) based on restricted residuals clearly outperforms asymptotic as well as competing bootstrap tests, like the pairs bootstrap.

空间自举野自助法受限残差蒙特卡洛模拟