Asymptotic analysis applies when sample size is large, and results are limited to statistics that are analytically tractable. {Efron1979} introduced the bootstrap as an empirical alternative to asymptotic analysis, which uses resamples from a single sample to estimate the probabilistic distribution of a statistic, especially its standard error. Reference books include {Efron and Tibsharani 1993}, and {Davison and Hinkley 1997}.
Sample size, \(N\); Bootstrap repetition, \(B\); Coefficient of interest, \(\beta_1\); Null hypothesis, \(H_0: \beta_1 = \beta_1^0 \); Estimator, \(\hat{\beta}\); Bootstrap estimator, \( \hat{\beta}_{1b}^* \), which may be different from the standard estimator; Restricted estimator, \(\hat{\beta}^R\); Residuals \(\mathbf{u}\); Standard error, \(s\); Wald test, \(w = (\hat{\beta}_1 - \beta_1^0) / s_{\hat{\beta}_1}\); Significance level, \(\alpha\);
Bootstrap can be implemented with specific choices of resampling method and inference procedure.
Residual bootstrap assumes iid residuals; Wild bootstrap is applicable to heteroskedastic models;
Imposing the null hypothesis: restricted OLS estimator and residuals;
Asymptotic refinement: Asymptotically pivotal statistic has faster convergence rate relative to using first-order asymptotic theory.
Observational units are grouped in a way such that errors are independent across clusters but correlated within.
Number of clusters in sample, \(G\); Number of observations in a cluster, \(N_g\); Corrected residual, \(\tilde{\mathbf{u}}\);
\[ y_{ig} = \mathbf{x}_{ig} \cdot \boldsymbol{\beta} + u_{ig} \]
Cluster robust variance estimator (CRVE):
Resampling methods: