Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


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

Re: st: deriving a bootstrap estimate of a difference between two weighted regressions


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: deriving a bootstrap estimate of a difference between two weighted regressions
Date   Sat, 31 Jul 2010 22:20:41 -0500

I am not sure this is sensible. Leaving aside the issue whether
comparing two regressions with different weight is sensible, to begin
with, I am used to thinking about aweights as a result of -collapse-.
For your bootstrap procedure to resemble all the steps in the original
process, you would have to resample the raw data before -collapse- to
get both new numbers and new weights.

On Sat, Jul 31, 2010 at 7:54 PM, Ariel Linden, DrPH
<ariel.linden@gmail.com> wrote:
> Hi All,
>
> I would like to run two regressions (each using a different weight), and
> then get the bootstrapped estimates of the difference. Neither suest or
> sureg allows different weights to be used in the two models. I thought that
> maybe there is a way of getting the resulting estimate in a somewhat manual
> manner, but I don't know how. I am thinking something like this:
>
>
> regress outcome treatment [aw = att]
> scalar ATT =  _b[ treatment]
>
> Regress outcome treatment [aw = atc]
> scalar ATC =  _b[ treatment]
>
> scalar difference= (ATT-ATC)
>
> Then bootstrap the scalar difference to get the mean, CI, etc.
>
> Any help is much appreciated!
>
> Ariel
>
>
> *
> *   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index