To just draw a single bootstrap sample, the command is -bsample-. I find the -weight()- option to -bsample- can be a very useful thing to speed up these procedures - this stores the bootstrap sample using frequency weights rather than replacing the data in memory, e.g.
gen bsw=.
forvalues i=1/10 {
bsample, weight(bsw)
logistic y x1 x2 [fw=bsw]
}
David
-----Original Message-----
From: Elaine Thomas [mailto:[email protected]]
Sent: 25 February 2005 15:12
To: [email protected]
Subject: st: Generating random samples, with replacement
Hi
I am trying to write a routine to apply a step-wise logistic modelling
procedure to a number of samples from a core data set. I want the
samples to be the same size as the original and be sampled with
replacement. I know that bs and bstrap will perform bootstrapping on the
coefficients of a standard logistic model, but I want to perform a
step-wise procedure within each sample, rather than pre-define the
model. How can I get Stata to produce, say, 200 random samples from my
original data that I can then call on in a later program?
So far I have worked out how to reproduce a standard logistic model
(logistic y x1 x2) and take the coefficients and then using forvalues
(with dummy data) to move through my samples of data (bs1.dta, bs2.dta
etc), each time adding the coefficients (_b[x1] _b[x2]) to a new
datafile (t) as below
postfile `sort' x1 x2 using t, replace
forvalues i = 1(1) `n'{
use bs`i'.dta
logistic y x1 x2
post `sort' (exp(_b[x1])) (exp(_b[x2]))
I am building this process up as I dont do much programming. What i
really want to do next is to generate the random samples within this
loop, rather than having to have the datasets already formed and call on
them. So I dont want not to use bstrap to bootstrap the coefficients, I
want to be able to get it (or something akin to it) to generate random
samples for me.
Any help, even knowing how to generate random samples, with replacement,
that I can store as separate datasets would be helpful
Ta
Elaine
--
Dr Elaine Thomas
Lecturer in Biostatistics
Primary Care Sciences Research Centre
Keele University
North Staffordshire
ST5 5BG
Telephone : + 44(0)1782 583924
Fax : + 44(0)1782 583911
Email : [email protected]
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