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Re: st: svy, bootstrapping and pweights


From   "Ben Jann" <ben.jann@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: svy, bootstrapping and pweights
Date   Mon, 21 Apr 2008 09:33:40 +0200

I agree with Stas that you cannot use this for standard errors in
complex surveys, but just for the record: The sampling procedure
described by Sergiy is implemented in -gsample-, see

 . ssc describe gsample

ben

On Thu, Apr 17, 2008 at 9:00 PM, Sergiy Radyakin <serjradyakin@gmail.com> wrote:
> 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,
>    Sergiy
>
>
>
>  On 4/17/08, Henry An <an@primal.ucdavis.edu> 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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