Construct · 1 fields · 1 citations

wild cluster bootstrap: a standalone construct

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Econometrics

a wild bootstrap that resamples residual signs at the cluster level, improving inference when there are few clusters.

In econometrics, wild cluster bootstrap refers to a wild bootstrap that resamples residual signs at the cluster level, improving inference when there are few clusters. This meaning comes from Cameron (2008) in Review of Economics and Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

bootstrap3 fields · 3 citationsjingle · one word, three constructs cluster4 fields · 4 citationsjingle · one word, four constructs inference3 fields · 5 citationsjingle · one word, three constructs

References

Cameron, A. C., Gelbach, J. B., & Miller, D. L. (2008). Bootstrap-Based Improvements for Inference with Clustered Errors. Review of Economics and Statistics, 90(3), 414-427. https://doi.org/10.1162/rest.90.3.414

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