[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
AW: st: BRR Bootstrap weights w/xt commands |

Date |
Mon, 2 Mar 2009 16:06:08 +0100 |

<> "As far as I know, Stat Canada uses SAS in house, and that is almost impossible to change until a new generation of analysts grows up who demand Stata..." There was participation from Stat Canada people at the Chicago UGM last year, though, and they had a couple of wishes @ the "wishes and grumbles". So the jury is obviously still out... HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Stas Kolenikov Gesendet: Montag, 2. März 2009 15:54 An: statalist@hsphsun2.harvard.edu Betreff: Re: st: BRR Bootstrap weights w/xt commands Use -bs4rw- command that was written by Jeff Pitblado for this purpose. As far as I know, Stat Canada uses SAS in house, and that is almost impossible to change until a new generation of analysts grows up who demand Stata... or at least until those analysts progress high enough in the decision making circles to influence the software choice. I will be teaching a short course on survey bootstrap, bootstrap weights and Stata implementation at the Joint Statistical Meetings in Washington, DC. Note that there are weird interpretational difficulties with longitudinal survey data. What is the population to which the sample results can be generalized? The straightforward interpretation of weights as inverse probability of selection is that it is the population that existed at the time when the sample was first taken. If there have been any changes to the sample (refreshment, rotation, etc.), then the population to which the sampling weights scale up the sample may not have ever existed. David Binder and Georgia Roberts of Stat Canada gave a talk about these issues a couple of years ago, but to my knowledge the journal they sent it to could not find knowledgeable enough referees to go through this, so it got kinda stuck somewhere in the pipeline. On 3/2/09, John Sandberg, Prof. <john.sandberg@mcgill.ca> wrote: > Hi; > > I'm new to bootstrap weighting but have a big problem to solve. I work > w/longitudinal data from Statistics Canada which does not release design > information w/their surveys for confidentiality reasons. Instead, they > release a series of bootstrap replicate weights along with the data and > std. errors are calculated, when using STATA at least using the svyset > with balanced repeated replications such as: > > svyset [pweight=weight], brrweight(bsw1-bsw1000) vce(brr) > > The svy commands do not work with the xt commands, however. This really > restricts the analyses that can be done with the rich Stats Can. data > available. My question is as follows. First has anyone faced and > resolved this problem before with STATA? If not, would it be > technically possible to re-write the the vce(bootstrap) code in the xt > ado files so that I could substitute the replicates provided by > statisitcs Canada? Can I write my own weight code w/bsample? Any help > would be greatly appreciated. I believe this is a big reason STATA isn't > used as much as it could be with these data. > > Best, > Jack > > > > John Sandberg > Associate Professor > Department of Sociology > McGill University > Stephen Leacock Building Room 712 > 855 Sherbrooke Street West > Montreal, Quebec, H3A 2T7, Canada > (514) 398-2946 > john.sandberg@mcgill.ca > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: BRR Bootstrap weights w/xt commands***From:*"John Sandberg, Prof." <john.sandberg@mcgill.ca>

**Re: st: BRR Bootstrap weights w/xt commands***From:*Stas Kolenikov <skolenik@gmail.com>

- Prev by Date:
**Re: st: BRR Bootstrap weights w/xt commands** - Next by Date:
**RE: st: RE: Weibull** - Previous by thread:
**Re: st: BRR Bootstrap weights w/xt commands** - Next by thread:
**RE: st: BRR Bootstrap weights w/xt commands** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |