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Re: st: can I generate my own bootstrap weights for survey data?


From   jpitblado@stata.com (Jeff Pitblado, StataCorp LP)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: can I generate my own bootstrap weights for survey data?
Date   Mon, 17 Apr 2006 17:07:59 -0500

Dongyi Du <ddu001@gmail.com> asks how to generate bootstrap replicate weights:

> I have information of weight, psu, and strata for a survey data, can
> anyone tell me if I can generate my own bootstrap weights? if I can,
> how?

There doesn't seem to be much consensus in the survey literature regarding the
bootstrap.

Stas Kolenikov <skolenik@gmail.com> suggested a paper by Rao & Wu (giving a
full reference) and gives some advice.  Although I cannot suggest how to
generate your "replicate weight variables", I can point you to my unofficial
-bs4rw- command once you have figured a way of generating them.  For
reference, here is the archive of my original Statalist post about -bs4rw-

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

Dongyi did not indicate the purpose/need for the 'bootstrap weights', but
maybe -svy jackknife- (or -svy brr- assuming a 2 PSU/Stratum design) can be
used for variance estimation.

--Jeff
jpitblado@stata.com
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