[Gretl-devel] Please extend the resample command

[Riccardo (Jack) Lucchetti]

On Thu, 20 Dec 2007, andreas.rosenblad at ltv.se wrote:

>
> Please extend the resample() command so that it can be used with an mxn
> matrix A too. Then B = resample(A) should construct a matrix where B
> contains resampled rows from A.

Certainly the resample function could be modified. However, in the 
meantime you have a very easy way to do it: suppose you have a matrix 
A with 100 rows and 3 columns you want to draw from. All you need to do is

e = ceil(muniform(100,1)*100)
B = A[e,seq(1,3)]

> This would be very useful when bootstrapping a regression model using the
> paired bootstrap method (see e.g.
> http://www.stanford.edu/~zhenwei/papers/bootstrap.pdf).
>
> Secondly, add a second argument to the resample() command where one can
> choose the number of resamplings that should be drawn. E.g., if the
> variable has n observations, sometimes one may want to draw m>n
> resamplings. This should be possible by writing e.g. x = resample(y,m),
> with the default value m=n, so that x = resample(y) draws n resamples, but
> one could use x = resample(y,m) with m not equal to n.

Again, this could be done, but it's also easy to do (with m=500)

e = ceil(muniform(500,1)*100)
B = A[e,seq(1,3)]

HTH,

Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche

r.lucchetti at univpm.it
http://www.econ.univpm.it/lucchetti