Σύγκριση μεθόδων

	Wild Bootstrap για Συμπερασματολογία σε Παλινδρόμηση	Παλινδρόμηση Ελαχίστων Τετραγώνων (OLS)
Πεδίο	Στατιστική	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1986	2019
Δημιουργός	Wu (1986); refined by Davidson & Flachaire (2008)	Wooldridge (textbook treatment); classical least squares
Τύπος	Resampling-based regression inference	Linear regression
Θεμελιώδης πηγή	Wu, C. F. J. (1986). Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis. Annals of Statistics, 14(4), 1261-1295.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Εναλλακτικές ονομασίες	wild bootstrap, wild cluster bootstrap, Wu-Liu resampling, Wild Bootstrap	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Συναφείς	5	5
Σύνοψη	The wild bootstrap is a resampling method for regression models with heteroscedastic errors, introduced by Wu (1986) and refined by Davidson and Flachaire (2008). It builds a bootstrap distribution by rescaling each fitted residual with a random sign, so that standard errors and confidence intervals stay valid when the error variance is not constant or the data are clustered.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).