Block bootstrap

[yuchendi]

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 

[RW9]

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

[yuchendi]

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