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Re: st: svy, bootstrapping and pweights

From   "Sergiy Radyakin" <>
Subject   Re: st: svy, bootstrapping and pweights
Date   Thu, 17 Apr 2008 15:00:36 -0400

You can partition the 0-1 space into domains (for each observation)
with sizes proportional to the pweights you have (normalize your
weights to add up to 1). Then draw random numbers (uniform) and decide
which observation to add to your subsample. I did it once, but I would
also want to hear responses from the theorists to this approach, since
I often hear that using supplied bootstrapped weights is the only
right way to go.

Best regards,

On 4/17/08, Henry An <> wrote:
> Does anyone know how to incorporate probability weights with
> the bootstrap function in Stata? That is, I don't want the
> program to randomly select observations from my sample, I
> want it to select it based on probability
> weights that I've assigned to each observation. I know there
> is a "bswreg" ado file that does it with bootstrapped
> weights but I don't have bootstrapped weights, I have
> pweights. I essentially want to calculate valid standard
> errors (or MSEs) using data from a complex survey that was
> stratified and that comes with pweights in the dataset. Any
> help is much appreciated.
> Henry
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