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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