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Posted 12-08-2017 10:07 AM
(1890 views)
Hi all,
I need to use block bootstrap for my panel data. I found PROC SURVEYSELECT can do naive bootstrap, how about block boostrap? Can I do it with PROC SURVEYSELECT or some other procedures? I want to avoid writing big macro code.
Please let me know if you have an answer to my question. Thanks!!!
Best,
Erin
2 REPLIES 2
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There's a several articles out there doing a google on it:
http://www2.sas.com/proceedings/forum2007/183-2007.pdf
http://support.sas.com/resources/papers/proceedings10/268-2010.pdf
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Hi RW9,
I found these articles too. But they were talking about doing naive bootstrap using PROC SURVEYSELECT, not block bootstrap. I don't know which option in PROC SURVEYSELECT is able to assign blocks, or if it could be done at all.
Erin
I found these articles too. But they were talking about doing naive bootstrap using PROC SURVEYSELECT, not block bootstrap. I don't know which option in PROC SURVEYSELECT is able to assign blocks, or if it could be done at all.
Erin