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 at the end of May, and its replacement, statalist.org is already up and running.


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

RE: st: bootstrap weights


From   Cameron McIntosh <cnm100@hotmail.com>
To   STATA LIST <statalist@hsphsun2.harvard.edu>
Subject   RE: st: bootstrap weights
Date   Fri, 25 Nov 2011 16:32:25 -0500

Stefano,

I wonder if another, conservative approach might be to form clusters that maximize ICC, or more directly the intra-cluster covariances of the parameter estimates, and then use Taylor linearization to get your adjusted standard errors. It may take a bit of work to write an algorithm to generate clusters such as I describe.

For what it's worth,

Cam

> Date: Fri, 25 Nov 2011 19:39:43 +0000
> Subject: Re: st: bootstrap weights
> From: verdes@tcd.ie
> To: statalist@hsphsun2.harvard.edu
> 
> Dear Bryan and Steven,
> 
> thank you very much for your help.
> 
> Only today the national statistics office confirmed to me that: 1) no
> clusters were used in the household survey I have, and 2) they cannot
> release information about strata.
> Thus, my microdata set only includes sampling weights (which sum up to
> Ireland's household population, N).
> 
> Given this, what is the best I can do? I have thought of the following:
> 
> svyset _n [pw = my_sampling_weights]
> bsweights bsw, n(0) reps(100)
> bs4rw exp_list, rw(bsw*): command [pw = my_sampling_weights]
> 
> The first line - on Steven's suggestion - states that there is a
> single stratum only and each household is a PSU.
> The second line creates bootstrap resampling weights, which are then
> used in the bootstrap of exp_list (-bsweights- and -bs4rw- are
> commands written by Stas Kolenikov).
> 
> I'm aware that not having information on strata affects results.
> However, my two questions are:
> 
> 1) Do sampling weights mitigate this error?
> 
> 2) Are the three command lines above the best I can do, given the
> information limitations?
> 
> Once again I'd greatly appreciate your help.
> 
> Best regards,
> Stefano Verde
> 
> *
> *   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/


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