Bootstrap methods for covariance structures.

The optimal minimum distance (OMD) estimator for models of covariance structures is asymptotically efficient but has much worse finite-sample properties than does the equally weighted minimum distance (EWMD) estimator. This paper shows how the bootstrap can be used to improve the finite-sample perf...

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Publicado en:	Journal of Human Resources Vol. 33; no. 1; pp. 39 - 62
Autor principal:	Horowitz, Joel L.
Formato:	Artículo
Publicado:	University of Wisconsin Press Winter98
Materias:	Statistical bootstrapping Estimation theory Analysis of covariance Confidence intervals Mathematical models Welfare economics Mathematical models of income
Acceso en línea:	Ver este registro en EBSCOhost