Block bootstrap from subject list
问题 I'm trying to efficiently implement a block bootstrap technique to get the distribution of regression coefficients. The main outline is as follows. I have a panel data set, and say firm and year are the indices. For each iteration of the bootstrap, I wish to sample n subjects with replacement. From this sample, I need to construct a new data frame that is an rbind() stack of all the observations for each sampled subject, run the regression, and pull out the coefficients. Repeat for a bunch of