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

On Wed, 18 Sep 2019, Sven Schreiber wrote: > Am 18.09.2019 um 21:13 schrieb Allin Cottrell: > >> But one further point occurs to me: When people run such a function >> does it meet expectation if the observations/rows are a random subset, >> but in their original order? Or would users expect the order to be >> shuffled? (Of course it's easy enough to shuffle the rows of a matrix >> yourself if you want.) > > No, drawing without replacement should not be order-preserving, just > like doing it with replacement. The last index could be drawn first and > then should come first, and so on. OK -- but if the order of the observations doesn't matter, as in a cross-sectional dataset, it's computationally cheaper to build a random array of selected rows then extract them in order. Anyway, the (still provisional) built-in msample() function now (in git) shuffles the order by default but takes a third, optional boolean argument to preserve order: if it has a non-zero value the selected rows appear in their original order. Any other thoughts on this?