Alan Lujan

icon indicating a website link quantmacro.org icon indicating an email [email protected]

icon company Johns Hopkins University icon location Rockville, MD icon location Visiting Assistant Research Professor, Department of Economics, Johns Hopkins University. Core developer @econ-ark.

Results 5 comments of Alan Lujan

Bootstrap with survey weights

My attempt to add this feature is in #485

Bootstrap weights

> Hey Alan! Thanks for opening another pull request. > > Since this time, the PR is not related to a minor fix but an extension, could you extend the...

Bootstrap weights

hi @timmens I know this feature as proportional sampling, which is something we have done in Econ-ARK but I don't have a good link to the literature. https://en.wikipedia.org/wiki/Probability-proportional-to-size_sampling I can...

Bootstrap weights

@janosg I can definitely finish this within 3 weeks

Bootstrap weights

Modified code according to above comments from @timmens, except for > If the weights are uniform (as in your example), the bootstrap indices with and without the weights argument should...