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Wild Bootstrap/Evidence
Method evidence record

Wild Bootstrap

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.

Sources recorded, not reviewed

Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Wild Bootstrap for Regression Inference
Taxonomic method record · regression-model / statistics
  • Wu, C. F. J. (1986). Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis. Annals of Statistics, 14(4), 1261-1295. · DOI 10.1214/aos/1176350142
  • Davidson, R., & Flachaire, E. (2008). The Wild Bootstrap, Tamed at Last. Journal of Econometrics, 146(1), 162-169. · DOI 10.1016/j.jeconom.2008.08.003
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

No curated claims yet

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Same method familyBayesian Bootstrapmachine-suggested · Relational suggestion, not evidence.Same method familyBlock Bootstrapmachine-suggested · Relational suggestion, not evidence.Same method familyBootstrap Inferencemachine-suggested · Relational suggestion, not evidence.Same method familyOLS Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyPermutation Testmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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