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RE: st: re: Sample with weights

From   "Willard van Ooij" <>
To   <>
Subject   RE: st: re: Sample with weights
Date   Mon, 3 Oct 2005 16:18:52 +0200

Hm, interesting!

This is indeed not the kind of selection I wanted. I went for your
suggestion, Nick. Which was (for a sample size of 100):

(1) Calculate for each company the probability of inclusion.  This is 
(sample size) * (size of company / total of company sizes).  So 
assuming a sample size of 100:

   . sum size
   . gen prob = 100 * ( size / r(sum) )

(2) Then select the sample based on these probabilities

   . gen u = uniform()

   . gen insamp = u < prob

Since the sample size didn't have to be that precise, but had to be
substantially lower than 100, it sufficed for me to tweak a little with
the number 100 untill I had about the right sample size. I remain
interested in a solution which leads to a precise sample size.

Thanks for the very helpful suggestions thus far.


-----Oorspronkelijk bericht-----
Van: Nick Winter [] 
Verzonden: maandag 3 oktober 2005 15:54
Onderwerp: Re: st: re: Sample with weights

Doesn't work.

First, you need to sort the other direction.

But more seriously, this does not generate selection probabilities 
proportional to size.  Consider this code, which creates fake data, 
then draws 500 samples of 200 using this methed.  The graph at the 
end makes clear that the selection probabilities are not proportional to

set obs 1000
gen firm = _n
set seed 12345678
gen size = int(uniform()*100) + 1
gen sampled = 0

forval i=1/500 {
         gen ppsorder = uniform() * size
         gsort -ppsorder
         qui replace sampled = sampled+1 if _n <= 200
         drop ppsorder

graph twoway scatter sampled size

--Nick WInter

At 11:04 AM 10/1/2005, you wrote:
>This is simple, produces a sample of exactly the desired size, and I 
>believe fulfills the condition of the probability of selection being 
>proportional to size . *Assume "Size" is the company size variable, and

>M is the desired sample size gen ppsorder = uniform() * Size
>sort ppsorder
>keep if _n <= M
>drop ppsorder
>Yes, sorting the file is a bit clumsy, but this is presumably a one
>time thing,
>not something appearing inside a loop.
>Mike Lacy
>Fort Collins CO USA
>(970) 491-6721 office

Nicholas J. G. Winter                     607.255.8819 t
Assistant Professor                       607.255.4530 f
Department of Government     e
Cornell University w
308 White Hall
Ithaca, NY 14853-4601 

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