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24982 - Jackknife and Bootstrap Analyses


Description

The %JACK and %BOOT macros do jackknife and bootstrap analyses for simple random samples, computing approximate standard errors, bias-corrected estimates, and confidence intervals assuming a normal sampling distribution. The %JACK macro does jackknife analyses for simple random samples, computing approximate standard errors, bias-corrected estimates, and confidence intervals assuming a normal sampling distribution. The %BOOT macro does elementary nonparametric bootstrap analyses for simple random samples, computing approximate standard errors, bias-corrected estimates, and confidence intervals assuming a normal sampling distribution. Also, for regression models, the %BOOT macro can resample either observations or residuals.

The %BOOTCI macro computes several varieties of confidence intervals that are suitable for sampling distributions that are not normal.

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  • @jkd

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