因为数据不是正台分布,我想用bootstrap做回归分析
stata默认的指令,bootstrap, reps(100) : reg Y X 是nonparametric (说明文件:This method is commonly referred to as thenonparametric bootstrap.)
我用help搜没找到关于parametric的指令,还请赐教,谢谢!
另外,nonparametric & parametric的区别是什么呢,我看paper: The advantage of the non-parametric modelslies in the control of outliers, but the disadvantage is that information isreduced during the process of ranking the continuous variables.
不是太理解,难道用nonparametric就不用控制异常值了吗?