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Re: st: p-values and -test- when bootstrapping svyreg

From (Jeff Pitblado, StataCorp LP)
Subject   Re: st: p-values and -test- when bootstrapping svyreg
Date   Thu, 06 May 2004 13:00:15 -0500

Cecilia von Otter <> asks about using -svyreg- with

> We're bootstrapping svyreg (using pweights).
> Why does 'test' of  the bootstrapped coefficents run chi-square-tests ?
> What happened to old adjusted Wald f-tests?
> Is it safe to calculate t-stats on _b/ s.e or do I need to specify that
> I want the bootstrap procedure to retrieve t-stats?
> Can I ask for p-values when bootstrapping svyreg?

The -bootstrap- command does not perform sampling that takes weighted
observations into account, nor can it handle multiple stages of cluster

For these reasons, the -bootstrap- command is generally not recommended for
use with survey data analysis; except for the cases where there is at most one
stage of clustering and the weights are constant within stratum.

Even for these cases, the -bootstrap- command does not post a "residual"
degrees of freedom so that -test- will perform an F test instead of a
Chi-Square test.

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