/wild-bootstrap

General wild bootstrap command for Stata

Primary LanguageStataMIT LicenseMIT

wild-bootstrap

General wild bootstrap command for Stata

Goals:

  • Wrapper for simulate and mirrors the options
  • Goal is to accept all estimators
    • But start with single-equation, linear models
  • Sampling reflects VCE or preset survey sampling structure
    • Menu of wild bootstrap weights
  • Accepts a Stata restriction matrix to generate null hypotheses
    • But the default might accept a simpler single null hypothesis (using the test syntax?)
  • Should largely be written in Mata to reduce run time
  • Help file
  • Certification script (under Monte Carlo with random seed?)