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If you have a really big N, is using a regular vs. an m-n bootstrap ever a good idea?

• posted by: dchandler on 2011-10-15
• tagged: econometrics
• score: 2

I know that the regular bootstrap (assuming that the necessary assumptions are valid) is more efficient than the m-n bootstrap.

However, supposing that you have access to really large data (such as a 1% sample of Google’s daily searches), does it ever make sense to use the regular bootstrap whose assumptions may be violated?

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