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st: Bootstrap and pweights

From   "Jann Ben" <>
To   <>
Subject   st: Bootstrap and pweights
Date   Tue, 25 Oct 2005 12:36:08 +0200

Hi, the issue of using bootstrap techniques with weighted
data has been discussed several times on statalist. For
example, see

The basic message is that bootstrap cannot be used with
probability weights (pweights) in Stata. This is bad news
and I think it would be very valuable to change that.

Do I understand right, that the only problem with using
pweights is that weighted sampling is not implemented in
Stata's -bsample- command? In other words: Is it true that
the bootstrap technique produces accurate results for
weighted data if the weights are accounted for via a
weighted sampling design?

Furthermore: Is there a fundamental difficulty with
weighted sampling? (I.e. why is weighted sampling not
implemented in -bsample-?) How could weighted sampling be
implemented in -bsample-? (References?)

Any help will be greatly appreciated!


PS: Am I the only one who feels bothered by the no-pweights
restriction of the bootstrap command? Is it true that 
-svy jackknive- could be an alternative?

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