ngreifer / fwb Goto Github PK
View Code? Open in Web Editor NEWfwb: Fractional Weighted Bootstrap
Home Page: https://ngreifer.github.io/fwb/
fwb: Fractional Weighted Bootstrap
Home Page: https://ngreifer.github.io/fwb/
Not sure if useful, but I just read this on Twitter:
https://twitter.com/lihua_lei_stat/status/1640017297216622592
Shao and Tu (1995) recommended Gamma(4,1) weights which yield second-order accuracy for mean functionals. They are better than Exp(1), namely Gamma(1,1), in terms of frequentist properties.
Is there a reason why fwb()
sets it to 999 but vcovFWB()
sets R = 1000?
I couldn't find it on the example page -- hope it's not my ineptitude.
I see that sandwich::vcovBS()
supports the fractional type since version 3.1.0. Is the implementation essentially the same as in fwb
? Just getting a sense when to use what. Thank you!
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