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From |
"R.E. De Hoyos" <redeho@hotmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: Bootstrap and pweights |

Date |
Tue, 25 Oct 2005 12:48:27 +0100 |

Ben,

A good reference on the subject is:

Deaton, A. (1997) "The analysis of household surveys: a microeconometric approach to development policy", World Bank

It uses Stata (version 4.0) in its applications and the do-files are available online:

http://www.worldbank.org/lsms/tools/deaton/

As I understand, the problem of bootstrapping with weighted data (pweights) rests in the difficulty of respecting the total population where the data comes from. In the case of survey data, multiplying the observations by its respective -pweights- will give you the total population. When you use -bootstrap- or -bsample- the data generated violate this property.

A suggestion could be to expand the data using the -pweights- and then carry on the resampling, however if the survey design is a complex one --very likely--, you wont be able to reproduce the population with your bootstrapped sample. A second possible solution is to make the resampling within each value of -pweight- (usually the PSU or Strata or a combination of both under complex survey data). In this case you will be able to reproduce the total population.

see: -svybsamp- and -svybsamp2-

I hope this helps,

Rafa

----- Original Message ----- From: "Jann Ben" <ben.jann@soz.gess.ethz.ch>

To: <statalist@hsphsun2.harvard.edu>

Sent: Tuesday, October 25, 2005 11:36 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? * * 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/

* * 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/

**References**:**st: Bootstrap and pweights***From:*"Jann Ben" <ben.jann@soz.gess.ethz.ch>

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