[Gretl-users] Bootstrap news

[Allin Cottrell]

On Wed, 4 Apr 2007, Andreas Karlsson wrote:

> I have tested the new bootstrap analysis for OLS. It is VERY 
> good, and very useful. Thanks a lot.

Glad you like it!

> The only thing I am missing is the possibility to save the 
> values of the samling distribution as a new variable in the data 
> set. 

Typically, the bootstrap sampling vector is likely to be much 
longer than the series in the current data set, so direct saving 
as a series is, in the general case, not possible.  We could, 
however, offer to save the bootstrap series as a .gdt file in its 
own right, which you could then open and analyse.

(Specific sets of resampled residuals could be saved as series in 
the current dataset, but that doesn't sound very useful to me, and 
I guess it's not what you're talking about.)

> Further, if the bootstrap method could be implemented for the 
> Least Absolute Deviation regression method too, I would find 
> this very useful.

That is probably not too difficult; I'll take a look.

Allin.