IDEAS home Printed from https://ideas.repec.org/a/spr/testjl/v26y2017i4d10.1007_s11749-017-0556-0.html
   My bibliography  Save this article

Comments on: High-dimensional simultaneous inference with the bootstrap

Author

Listed:
  • Jelena Bradic

    (University of California, San Diego)

  • Yinchu Zhu

    (University of Oregon Eugene)

Abstract

The authors should be congratulated on their insightful article proposing forms of residual and paired bootstrap methodologies in the context of simultaneous testing in sparse and high-dimensional linear models. We appreciate the clear exposition of their work, and the effectiveness of the proposed method. The authors advocate for the bootstrap of a complete high-dimensional estimate rather than the linearized part of the test statistic. We appreciate the opportunity to comment on several aspects of this article.

Suggested Citation

  • Jelena Bradic & Yinchu Zhu, 2017. "Comments on: High-dimensional simultaneous inference with the bootstrap," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 720-728, December.
    • Handle: RePEc:spr:testjl:v:26:y:2017:i:4:d:10.1007_s11749-017-0556-0
    DOI: 10.1007/s11749-017-0556-0
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11749-017-0556-0
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s11749-017-0556-0?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. J.J. Heckman & E.E. Leamer (ed.), 2001. "Handbook of Econometrics," Handbook of Econometrics, Elsevier, edition 1, volume 5, number 5.
    2. Xianyang Zhang & Guang Cheng, 2017. "Simultaneous Inference for High-Dimensional Linear Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 757-768, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ruben Dezeure & Peter Bühlmann & Cun-Hui Zhang, 2017. "Rejoinder on: High-dimensional simultaneous inference with the bootstrap," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 751-758, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-dimensional econometrics and regularized GMM," CeMMAP working papers CWP35/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Paulo M. D. C. Parente & Richard J. Smith, 2021. "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 377-405, July.
    3. Sanjaya Malik, 2015. "Conditional technology spillovers from foreign direct investment: evidence from Indian manufacturing industries," Journal of Productivity Analysis, Springer, vol. 43(2), pages 183-198, April.
    4. Peter Gottschalk & Minh Huynh, 2010. "Are Earnings Inequality and Mobility Overstated? The Impact of Nonclassical Measurement Error," The Review of Economics and Statistics, MIT Press, vol. 92(2), pages 302-315, May.
    5. Wang, Yafeng & Graham, Brett, 2009. "Generalized Maximum Entropy estimation of discrete sequential move games of perfect information," MPRA Paper 21331, University Library of Munich, Germany.
    6. Bun, Maurice J.G. & Kiviet, Jan F., 2006. "The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models," Journal of Econometrics, Elsevier, vol. 132(2), pages 409-444, June.
    7. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2016. "A life-cycle model with ambiguous survival beliefs," Journal of Economic Theory, Elsevier, vol. 162(C), pages 137-180.
    8. Raj Chetty & Nathaniel Hendren & Patrick Kline & Emmanuel Saez, 2014. "Where is the land of Opportunity? The Geography of Intergenerational Mobility in the United States," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 129(4), pages 1553-1623.
    9. van den Berg, Gerard J. & Back Kjaersgaard, Lene & Rosholm, Michael, 2014. "To meet or not to meet, that is the question - short-run effects of high-frequency meetings with case workers," Working Paper Series 2014:6, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    10. Stephen P. Jenkins & Philippe Van Kerm, 2006. "Trends in income inequality, pro-poor income growth, and income mobility," Oxford Economic Papers, Oxford University Press, vol. 58(3), pages 531-548, July.
    11. Julie Beugnot & Bernard Fortin & Guy Lacroix & Marie Claire Villeval, 2013. "Social Networks and Peer Effects at Work," Cahiers de recherche 1320, CIRPEE.
    12. Beugnot, Julie & Fortin, Bernard & Lacroix, Guy & Villeval, Marie Claire, 2019. "Gender and peer effects on performance in social networks," European Economic Review, Elsevier, vol. 113(C), pages 207-224.
    13. Benjamin Faber & Cecile Gaubert, 2019. "Tourism and Economic Development: Evidence from Mexico's Coastline," American Economic Review, American Economic Association, vol. 109(6), pages 2245-2293, June.
    14. Martin Huber & Yu‐Chin Hsu & Ying‐Ying Lee & Layal Lettry, 2020. "Direct and indirect effects of continuous treatments based on generalized propensity score weighting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 814-840, November.
    15. Justin McCrary, 2007. "Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test," NBER Technical Working Papers 0334, National Bureau of Economic Research, Inc.
    16. Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2004. "Likelihood-Based Estimation of Latent Generalized ARCH Structures," Econometrica, Econometric Society, vol. 72(5), pages 1481-1517, September.
    17. Malikov, Emir & Sun, Kai & Kumbhakar, Subal C., 2018. "Nonparametric estimates of the clean and dirty energy substitutability," Economics Letters, Elsevier, vol. 168(C), pages 118-122.
    18. Susan M. Dynarski & Steven W. Hemelt & Joshua M. Hyman, 2013. "The Missing Manual: Using National Student Clearinghouse Data to Track Postsecondary Outcomes," NBER Working Papers 19552, National Bureau of Economic Research, Inc.
    19. Kelley, Clare & Lanot, Gauthier, 2002. "Consumption Patterns Over Pay Periods," Economic Research Papers 269469, University of Warwick - Department of Economics.
    20. Serguei Kaniovski & Thomas Url & Helmut Hofer & Sandra Müllbacher, 2013. "A Long-run Macroeconomic Model of the Austrian Economy (A-LMM). New Results," WIFO Studies, WIFO, number 46830, March.

    More about this item

    Keywords

    p-values; Robustness; Sampling;
    All these keywords.

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:testjl:v:26:y:2017:i:4:d:10.1007_s11749-017-0556-0. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.