Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: RE: bootstrapping and sample selection

From   "Axel Heitmueller" <>
Subject   Re: st: RE: bootstrapping and sample selection
Date   Thu, 21 Aug 2003 10:00:10 +0100

thanks david for your comments.

I guess in order to treat different subsamples of the data as 
separate samples one has to assume that they are random and 
independent. however, if one deals with sample selection the 
question arises whether randomness of a subsample and random 
assignment into that sample are the same thing or not. I've kind of 
convinced myself that they are not and that even if the heckman 
procedure suggests that a sample bias exists the subsamples can 
still be random and independent of each other. If one buys this 
story one could indeed keep the subsample size constant and 
draw from each subsample rather than the entire sample.

concerning the sample size, you are right, the subsample is rather 
small and that might be the reason for rather strange s.e. in the 
bootstrap. there are some extreme outliers and while around 90 per 
cent of the draws yield sensible results these few outliers lead to 
serious problems.

but I'm still convinced that there must be some literature on 
bootstrapping and sample selection out there.



Axel Heitmueller, 
Centre for Economic Reform and Transformation, CERT
School of Management
Heriot-Watt University
EH14 4AS
phone +44(0)131 451 3969
fax +44 (0)131 451 3296
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index