Random draw with replacement in pairs.

Hi all,

I am working a non-parametric residual boostrap.

I have estimated my two data generating proceses, and thus have two vectors of disturbance terms.

From these two I need to draw (in pairs) with replacement.

Anyone who can help me?

Answer 1

[the cyclist]

Here's one possible way.

V1 and V2 represent your original data vectors.

N = 50;

NPAIRS = 20;

V1 = rand(N,1);
V2 = rand(N,1);

pairIndex = randi(N,[NPAIRS 1]);

pairArray = [V1(pairIndex), V2(pairIndex)]