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From |
jpitblado@stata.com (Jeff Pitblado, StataCorp LP) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: {Spam?} Storing results from replications |

Date |
Thu, 01 Sep 2005 14:19:11 -0500 |

Benoit Laplante <Benoit_Laplante@UCS.INRS.Ca> has bootstrap replicate weight variables and asks how to generate a dataset for use with -bstat-: > I use data from complex surveys that are distributed with bootstrap weights > (actually, mean bootstrap weights, but this is not the issue). > > In need to compute a variance matrix based on the deviation from the > averaged bootstrap coefficients. Given that I do not know the averaged > coefficients until I have performed all the relevant replications, I cannot > accumulate variance. Thus I need to store the elements of the numerous e(b) > somewhere until I process them with -bstat- or something similar. > > The number of elements of e(b) as well as the column names differ for each > analysis. > > The number of covariates may reach a few dozens and the number of > replications may reach 1000. Given the size, appending each e(b) in a matrix > does not seem to be a workable solution. > > -post- requires expressions enclosed in parentheses. I can extract the > column names from e(b), but I cannot see how to turn the content of e(b) > into anything palatable for -post-. When I first read this email, I wrote an example do-file to illustrate how to use -post- with some new "undocumented" Stata 9 programmer tools (see -help _prefix-). Just before I send the reply out, I decided it would be better if I just wrote an UNofficial version of -bootstrap- that took replicate weight variables instead of using -bsample- to generate the bootstrap replicates. The UNofficial prefix command is -bs4rw-. Those interested in testing it out can download it from my user site at stata.com: . net from http://www.stata.com/users/jpitblado . net d bs4rw . net install bs4rw I've written a short certification script for -bs4rw-. It merely verifies that -bs4rw- can reproduce the -e(V)- from -bootstrap- when given the appropriate replicate weight variables (assuming a given seed). This certification script can also be downloaded: . net get bs4rw I've only just started looking into the survey literature regarding the Bootstrap, so I'm not sure how useful -bs4rw- will be for different methods that generate bootstrap replicate weight variables. The idea behind -bs4rw- is to call the prefixed command using each supplied replicate weight variable, save the point estimates to a (temporary) data file, then use the standard formulas (see [R] bootstrap) for computing the variance matrix. --Jeff jpitblado@stata.com * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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