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Re: st: Sampling with replacement or bootstrapping in Mata


From   wgould@stata.com (William Gould, Stata)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Sampling with replacement or bootstrapping in Mata
Date   Fri, 04 Nov 2005 07:40:34 -0600

Michael Manti <mmanti@mac.com> asked

> What's the canonical way to sample with replacement from a vector in Mata?
> I'm trying to implement a bootstrap procedure. I've looked at jumble(), but
> that samples without replacement, and I'd prefer to avoid calling out to
> Stata proper if I can. I assume that scaling the results from uniform() in
> some fashion and using them as subscripts is the way to go, but I can't
> quite work out what the code should be.

I do not have a satisfactory answer except to say there is no 
sample-with-replacement function in Mata right now.  The 
process is not simple or I would  dash off a routine and include
in this email, or I would tell Michael how to write his own.  Instead, 
I have just made a note that we need to add this function.

-- Bill
wgould@stata.com
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