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st: bootstrap with cluster

From   Gianluca Cafiso <>
To   Stata List <>
Subject   st: bootstrap with cluster
Date   Wed, 13 May 2009 12:38:24 +0200

Dear Statalisters,

I am facing again the lack of Stata manuals...

When the "cluster" option in the "bootstrap" command is specified, how is the resampling implemented?

My guess is that resampling occurs only within clusters. Namely, that given N observed data which constitute the sampe and r clusters in which the N observations are grouped, r simultaneous resamplings occur (each B times, number of replications specified) where the resampling for the rth cluster uses only observations which are included in the cluster. Am I right?

Many thanks for any contribution on this.

(any reference on this is very apprecciated as well)

Gianluca Cafiso
Research Fellow, Economics Department-University of Catania.
Corso Italia 55, Catania, Italy.

tel.:  +39 0957537745

Università di Catania - C.E.A.
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