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Re: st: svy, bootstrapping and pweights


From   "Henry An" <an@primal.ucdavis.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: svy, bootstrapping and pweights
Date   Thu, 17 Apr 2008 13:41:37 -0700

Steve,
What do you mean by a reference exactly? The method,
exactly, or simply the use of the method? In a paper
entitled "Are decoupled farm program payments really
decoupled" by Goodwin and Mishra (American J. of
Agricultural Economics, 2006), the authors note that to
arrive at valid SEs, they bootstrap and incorporate the
probability weights. A more common method used in the case
of
NASS (Nat'l agricultural statistics service) data is to use
the delete-a-group jackknife method. I hope this helps.

Henry

> Henry,
> Do you have a reference for this procedure? I'm unfamiliar
> with it.
> 
> Thanks,
> 
> Steve
> 
> On Apr 17, 2008, at 2:18 PM, 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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