wild-bootstrap

General wild bootstrap command for Stata

Goals:

• Wrapper for simulate and mirrors the options
• Goal is to accept all estimators
  • But start with single-equation, linear models
• Sampling reflects VCE or preset survey sampling structure
  • Menu of wild bootstrap weights
• Accepts a Stata restriction matrix to generate null hypotheses
  • But the default might accept a simpler single null hypothesis (using the test syntax?)
• Should largely be written in Mata to reduce run time
• Help file
• Certification script (under Monte Carlo with random seed?)