A Score Based Approach to Wild Bootstrap Inference

By Patrick M. Kline, Andrés Santos. 2012

179 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/c9abbae97805c4e6c7c6f7d4d78ba8e5bf733436

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In Statistics and Probability

Citations in the corpus

Program evaluation with high-dimensional data (2013, methodology): “Here we build upon prior uses of this or similar methods in low-dimensional settings such as Hansen (1996) and Kline and Santos (2012).”
Doubly robust difference-in-differences estimators (2018, methodology): “ze that the aforementioned multiplier bootstrap procedure can be readily modiﬁed to handle this important case, provided that the number of clusters is “large”, see e.g. Sherman and Le Cessie (2007), Kline and Santos (2012), and Cheng et al. (2013). In practical terms, the modiﬁcation consists of dr”
Fast and wild: Bootstrap inference in Stata using boottest (2018, methodology): “…methods, as with ivregress and ivreg2 (Baum, Schaffer, and Stillman, 2007); • inference after maximum likelihood (ML) estimation via the “score bootstrap” (Kline and Santos, 2012) with such ML-based commands as probit, logit, glm, sem, gsem, and the user-written cmp (Roodman, 2011); • multi-way…”
Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities (2014, methodology): “We obtain a consistent bootstrap for estimating the distribution of G0 following a “score based” approach proposed in Kline and Santos (2010). In particular, for Wi a mean zero scalar random We say {Kn} is a regular estimator of Θ0 if its support function ν(·,Kn) is a regular estimator for ν(·,Θ0(P0”
Program evaluation and causal inference with high-dimensional data (2013, methodology): “Here we build upon prior uses of this or similar methods in low-dimensional settings such as Hansen (1996) and Kline and Santos (2012).”
Gender Differences in Accepting and Receiving Requests for Tasks with Low Promotability (2017, result): “Score boot-strapped tests (Kline and Santos 2012) conducted for all models presented in the paper that cluster standard errors at the session level show similar results.”
Do Parents Value School Effectiveness? (2020, methodology): “…in a second-step OLS regression of Yi on school indicators and their interactions with Xi, controlling for Di and the estimated λk(·) functions.6 We adjust inference for estimation error in the control functions via a two-step extension of the score bootstrap procedure of Kline and Santos (2012).”
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models (2014, unknown): “SIEVE WALD AND QLR INFERENCE 67 For the case of IID weights, this expression is similar to that proposed in Kline and Santos (2012) for parametric models, which suggests the potential higher order refinements of the bootstrap sieve score test ( ŜB1,n )2 .”