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Implementing the parametric bootstrap in capture-recapture models with continuous covariates

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  • Zwane, E. N.
  • van der Heijden, P. G. M.

Abstract

The parametric bootstrap is a method for variance estimation advocated by many researchers in multiple capture studies. Most applications thus far used the parametric bootstrap in log-linear modelling, that is, where there are possibly categorical covariates which relate to the probabilities of capture. In this article we present an algorithm for the parametric bootstrap that can be used when there are continuous covariates.

Suggested Citation

  • Zwane, E. N. & van der Heijden, P. G. M., 2003. "Implementing the parametric bootstrap in capture-recapture models with continuous covariates," Statistics & Probability Letters, Elsevier, vol. 65(2), pages 121-125, November.
    • Handle: RePEc:eee:stapro:v:65:y:2003:i:2:p:121-125
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    Cited by:

    1. Zwane, E. N. & van der Heijden, P. G. M., 2004. "Semiparametric models for capture-recapture studies with covariates," Computational Statistics & Data Analysis, Elsevier, vol. 47(4), pages 729-743, November.
    2. Fantazzini, Dean, 2008. "Credit Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 12(4), pages 84-137.

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