blockBootSample: Block Bootstrap

In bcallaway11/BMisc: Miscellaneous Functions for Panel Data, Quantiles, and Printing Results

Block Bootstrap

Description

make draws of all observations with the same id in a panel data context. This is useful for bootstrapping with panel data.

Usage

blockBootSample(data, idname)

Arguments

data	data.frame from which you want to bootstrap
idname	column in data which contains an individual identifier

Value

data.frame bootstrapped from the original dataset; this data.frame will contain new ids

Examples

data("LaborSupply", package = "plm")
bbs <- blockBootSample(LaborSupply, "id")
nrow(bbs)
head(bbs$id)

bcallaway11/BMisc documentation built on Jan. 12, 2025, 9:11 a.m.