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Example 21
This portion of the output shows the distribution of the population discrepancy
across 1,000 bootstrap samples, where contains the implied moments
obtained by minimizing , that is, the sample discrepancy. The average of
across 1,000 bootstrap samples is 20.601, with a standard error of 0.218.
The following histogram shows the distribution of . To view this histogram:
E Click Bootstrap Distributions > ML Discrepancy (implied vs pop) in the tree diagram in the
upper left pane of the Amos Output window.
ADF discrepancy (implied vs pop) (Default model)
|--------------------
7.359 |*
10.817 |********
14.274 |****************
17.732 |********************
21.189 |*******************
24.647 |*************
28.104 |********
N = 1000 31.562 |****
Mean = 20.601 35.019 |**
S. e. = .218 38.477 |**
41.934 |*
45.392 |*
48.850 |*
52.307 |*
55.765 |*
|--------------------
C
ADF
α
ˆ
b
a,()
α
ˆ
b
C
ADF
α
ˆ
b
a
b
,()
C
ADF
α
ˆ
b
a,()
C
ML
α
ˆ
b
a,()
ML discrepancy (implied vs pop) (Default model)
|--------------------
11.272 |****
22.691 |********************
34.110 |********************
45.530 |***********
56.949 |*****
68.368 |***
79.787 |**
N = 1000 91.207 |*
Mean = 36.860 102.626 |*
S. e. = .571 114.045 |*
125.464 |*
136.884 |
148.303 |
159.722 |
171.142 |*
|--------------------