To obtain the distribution of the GLS discrepancy across bootstrap samples |
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To display a histogram of the discrepancies,
,
where is the vector of sample moments, B is the number of bootstrap samples and is the vector of implied moments obtained by fitting the model to the b-th bootstrap sample:
1.Press (Menu: View→Analysis Properties).
2.Select the Bootstrap tab
3.Make sure there is a check mark next to Perform bootstrap.
4.Make sure there is a positive integer in the Number of bootstrap samples box.
5.Place a check mark next to Bootstrap GLS.
In an Amos program, use the BootGls method of the AmosEngine class.