Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Bootstrap and pweights


From   "Jann Ben" <ben.jann@soz.gess.ethz.ch>
To   <statalist@hsphsun2.harvard.edu>
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

 http://www.stata.com/statalist/archive/2003-09/msg00180.html
 http://www.stata.com/statalist/archive/2005-01/msg00218.html
 http://www.stata.com/statalist/archive/2002-12/msg00348.html

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!

Thanks,
ben

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?

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index