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Re: st: Bootstrap and pweights


From   smerryman@kc.rr.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Bootstrap and pweights
Date   Tue, 25 Oct 2005 06:16:08 -0500

Check out Jeff Pitblado's -bs4rw- for weighted bootstrap estimation.

See:

http://www.stata.com/statalist/archive/2005-09/msg00029.html

Hope this helps,
Scott

----- Original Message -----
From: Jann Ben <ben.jann@soz.gess.ethz.ch>
Date: Tuesday, October 25, 2005 5:36 am
Subject: st: Bootstrap and pweights

> 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?
> 

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