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Re: st: Bootstrapped Standard Errors


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Bootstrapped Standard Errors
Date   Wed, 21 Mar 2012 23:12:16 -0500

You are not very clear with your question (where are the weights
coming from? are they pweights, fweights, aweights?), but there is a
tool to deal with the bootstraps for weighted data -- a combination of
my -bsweights- with Jeff Pitblado's -bs4rw-. See
http://stata-journal.com/article.html?article=st0187.

On Wed, Mar 21, 2012 at 8:41 PM, Danny Dan <danny2011dan@gmail.com> wrote:
> Hello All,
>
> I have a question:
>
> I know that bootstrapping cannot be applied with weights, however, is
> there anyway in STATA that after doing a weighted regression (like
> regress `depvar' `indepvar' [weight=wt],  or, probit  `depvar'
> `indepvar' [weight=wt]) I can use bootstrapping option separately to
> generate the standard errors?
>
> I am asking this because I need to generate bootstrapped standard
> errors because of its unknown structure in my model. To be more
> precise, I am doing a 2-stage estimation and trying to use
> bootstrapping to generate standard errors in the 2nd stage.
>
> Please let me know if I am not clear with my question then I will try
> to clarify it further for the ease of comprehensibility.
>
> Please help.
>
> Thank you.
>
> Best,
>
> Dan
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-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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