[Gretl-users] Re: Resample without replacement (Artur Tarassow)

On Sun, 22 Sep 2019, Sven Schreiber wrote: > Am 22.09.2019 um 01:52 schrieb Allin Cottrell: >> Randomness might come in at a "meta" level if one wanted to select a >> random subset of the full set of such samples -- presumably, without >> replacement. > Yes, that's how I understood the randomness coming in. > > That could be done easily using msample() on a vector of >> contiguous index values (just {1,2,3,4,5} for the toy case above). Given >> the selected indices, getting the samples would then be a simple >> deterministic calculation. In the Politis and Romano case under consideration, they're doing an analysis that involves calculating a certain statistic m times, for each of m contiguous subsamples of length b from the full data. They're fine with these subsamples overlapping,

This is quite different from the case I couldn't get my head around, namely drawing a single sample of size m > b with block length b and no replacement of observations (and so no overlap of blocks).