Re: [Gretl-users] Block-of-blocks bootstrap
On Fri, 4 Feb 2011, Giuseppe Vittucci wrote:
I made all the code for the bootstrap and used the command
"nulldata
#obs --preserve" to clear the dataset and create new series from the
matrices.
But unfortunately when the nulldata command is used in a loop the
program returns the following error:
"Sorry, this command is not available in loop mode"...
What command can I use which does not create problems in loops?
You just have to move the nulldata command outside of the loop.
1) Load data into matrix X0 for resampling, create matrix X1
with N rows to hold resampled values
2) nulldata N --preserve
3) loop: refill random vector and put selected blocks
from X0 into X1; and if you need the values as series,
copy them out from the columns of X1
Allin Cottrell