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Re: st: RE: Bootstrapping clustered residuals


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: Bootstrapping clustered residuals
Date   Wed, 20 Nov 2002 22:43:36 -0600

The bstrap command allows for clusters.

bstrap  progname [, reps(#) size(#) dots args(...) level(#) cluster(varnames)
                       idcluster(newvarname) saving(filename) double every(#)
replace noisily ]
..........
            cluster(varnames) specifies the variable(s) identifying resampling
clusters.  If specified, the
                sample drawn during each replication is a bootstrap sample of
clusters.

However, you may want to take a look at glm,  it allows for clustering and a
bootstrapped estimate of the variance.


Scott

----- Original Message -----
From: "Martin Raymond West" <mrwest@fas.harvard.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, November 20, 2002 6:52 PM
Subject: Re: st: RE: Bootstrapping clustered residuals


> Thanks for your response, Nick.  Unfortunately the standard -bs- command
> draws observations from the original data to construct bootstrap samples,
> not from the residuals of the model that is being estimated.  I need to do
> the latter.  Does anyone know of code that allows one to do this?
>


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