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st: RE: Random Group Resampling


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Random Group Resampling
Date   Wed, 12 May 2004 20:27:58 +0100

Suppose you have a variable -group-. Then 

egen rank = rank(uniform()), unique  
gen group2 = group[rank] 

creates such pseudo-groups. (The -unique- 
is paranoia, based on a worry that there 
might be ties in the random numbers.) 

However, you still need machinery
on top of this. 

In addition to what you mention, 
-permute- might help. 

Nick 
n.j.cox@durham.ac.uk 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of 
> Gabriel Kaplan
> Sent: 12 May 2004 20:09
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Random Group Resampling
> 
> 
> Does anyone know of a user created ado file to implement Bliese's RGR
> (Random Group Resampling) procedure?
> 
> Essentially, this involves randomly creating pseudo groups of 
> equal size
> to the groups in your data by reassigning the observations to groups
> randomly.  One then calculates test statistics for the pseudo 
> groups such
> as mean and variance and contrasts these with the means and 
> variances of
> the actual groups.
> 
> I am interested in running RGR in STATA.  Bliese wrote some 
> programming
> language for S-Plus, but I wanted to try this in STATA.  
> Before I go off
> and try to implement this, has anyone done this? More info is 
> available
> at:
> 
> Paul D. Bliese and Ronald R. Halverson. 2002. "Using Random Group
> Resampling in multilevel research*1: An example of the 
> buffering effects
> of leadership climate" in Leadership Quarterly, (13(1):53-68.
> 
> My sense is I will need to run a combination of SIMUL and BSTRAP 1000
> times to get this done.  I know that the Boston College 
> Archive maintains some
> ado files for random group variance estimators labeled RGROUP 
> and RANVAR,
> but I am not sure this is the same thing since it is form the 
> economics
> literature and RGR is from the organizational literature.  Any ideas?
> 

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