[Gretl-users] Re: resampling with or without replacement
Am 19.09.2019 um 18:36 schrieb Stefano:
dear all,
sorry for arriving late - been busy marking (appalling) exams and
projects over the last few days.
Coming to the issue, I confess I fail to see the point of resampling
without replacement.
As far as the bootstrap is concerned, as far as I know resampling MUST
be carried out with replacement.
I agree, but I think the "bootstrap" qualifier is important here.
There are other resampling techniques as well. Artur should probably
tell us what inspired his suggestion in the first place, but I would
speculate perhaps cross-validation with randomly drawn subsamples.
An important keyword seems to be "non-replacement sampling".
cheers
sven