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st: Re: Random Group Resampling and RGROUP


From   Ulrich Kohler <kohler@wz-berlin.de>
To   "Kaplan, Gabriel" <Gabriel.Kaplan@cudenver.edu>, statalist@hsphsun2.harvard.edu
Subject   st: Re: Random Group Resampling and RGROUP
Date   Thu, 13 May 2004 09:25:17 +0200

"Kaplan, Gabriel" <Gabriel.Kaplan@cudenver.edu>
> 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?

-ranvar- and -rgroup- are similar, but -rgroup- is more general. -ranvar- 
computes standard errors of means by using random group variance estimation. 
-rgroup- calculates standard errors of any arbitrary statistical command. 
Frauke Kreuter, who is the author of -ranvar- wrotes, there is no real use 
for -ranvar- since -rgroup- is out. 

-rgroup- can be used if your dataset contains so called random groups, that 
is: groups which are sampled within the sample exactely the same way as the 
sample itself. Such random groups are available, for example, in the German 
Socio Economic Panel (GSOEP). The basic idea of -rgroup- is to calculate a 
statistic in each of the random groups and to look at the variances of the 
results. 

regards
uli


-- 
kohler@wz-berlin.de
+49 (030) 25491-361


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