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st: RE: bootstrapping survey data


From   "Sayer, Bryan" <BSayer@s-3.com>
To   "'doug levy '" <doughstatalist@yahoo.com>, "'statalist@hsphsun2.harvard.edu '" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: bootstrapping survey data
Date   Thu, 10 Jul 2003 17:15:22 -0400

I don't understand the point of doing both a bootstrap and explicitly
accounting for the sample design (I'm presuming you set PSU and strata since
you specified svylogit).

Anyway, bootstrapping of complex survey design data is not especially well
developed, outside of replication weights.  Generally, setting up the
process requires knowledge of the sampling variables that might not be
public. 

NHIS is properly handled in Stata simply by setting PSU, strata and pweight
(absent a very small subpop).

Bryan Sayer
Statistician, SSS Inc.

-----Original Message-----
From: doug levy
To: statalist@hsphsun2.harvard.edu
Sent: 7/10/03 4:40 PM
Subject: st: bootstrapping survey data

Dear Statalisters,
I am trying to get bootstrapped estimates of
coefficients from a complex survey (the National
Health Interview Survey). To get standard estimates, I
would type "svylogit Y X" after having set up the
weights, strata, and psu's. To get bootstrap
estimates, my first inclination was to run 'bootstrap
"logit Y X [pw=weight]" _b, reps(1000) strata(stratum)
psu(psu)'. However, Stata does not allow weights in
bootstrap. I was able to trick Stata into including
weights by using only the weights in the svyset
command and running 'bootstrap "svylogit Y X" _b,
reps(1000) strata(stratum) psu(psu)'. This gives me
point estimates similar to the non-bootstrapped
estimates, which is reassuring, but will I get
reasonable standard errors? Is there a more orthodox
way of coding this? 
Many thanks for any and all advice,
Doug Levy


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