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Re: st: Program syntax for svy bootstrap or bs4rw


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Program syntax for svy bootstrap or bs4rw
Date   Fri, 22 Jun 2012 14:35:40 -0500

Your program does not use the weights anywhere. It accepts them, as
the -svy- requirements specify, but it just absorbs them without
passing them on to the estimation commands. So it does run the same
commands on the same data set, even though -svy bootstrap- does the
best job it can in giving the right weights to you.

In general, I would find it questionable that you make point
predictions of the random effects and use them in any serious way
later. The random effects must be integrated over, and you need to
find a way to do that within your convoluted version of the Heckman
model. May be you can cast this as a -cmp- model -- check David
Roodman's work on that.

On Fri, Jun 22, 2012 at 11:59 AM, Mark McGovern <markemcgovern@gmail.com> wrote:
> Dear all,
>
> I am attempting to write a simple program for a bootstrap in which
> predicted values (random effects) are estimated in a first stage and
> then used in a heckman selection model in the second.
>
> This works fine when I use the standard bootstrap command, however I
> am using survey data and would like to account for this with SVY as
> discussed on this list previously.
>
> I have tried to meet the syntax requirements for SVY as outlined in
> the programming manual, and have tried various additions but I am
> having trouble with the program. I noted the discussion on
> http://www.stata.com/statalist/archive/2011-03/msg01442.html and also
> tried the bs4rw command. I would appreciate your advice. I am using
> Stata 12 MP.
>
> Here is a simple illustration with the NHIMES data. I find that the
> same sample is used in each bootstrap.
>
> I svyset the data and run the command (with just 5 replications for testing).
>
> webuse nmihs_bs
> svyset _n [pweight=finwgt], bsrweight(bsrw1-bsrw5) vce(bootstrap)
> singleunit(missing)
>
> program define test1, eclass properties(svyb)
> syntax [if] [pw iw] [, NULLOPT]
> xi:reg age race
> capture drop re1
> predict re1
> xi:reg birthwgt re1
> ereturn local cmd="test1"
> end
>
> svy : test1
>
> bs4rw , rw(bsrw1-bsrw5) noisily: test1 [pweight=finwgt]
>
> Regards,
>
> Mark
> *
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-- 
---- Stas Kolenikov
-- http://stas.kolenikov.name
---- Senior Survey Statistician, Abt SRBI
-- Opinions stated in this email are mine only, and do not reflect the
position of my employer

*
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