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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   Tue, 26 Jun 2012 11:36:09 -0500

Oh, that was it. Mark can make his program somewhat more flexible with say

syntax , first( varlist numeric ) second( varlist numeric )

and then

...
reg `first' [`weight'`exp'] if `touse'
tempvar re
predict `re', xb
reg `second' `re' [`weight'`exp'] if `touse'
...

within his program. That would kill enough birds with one stone. He
would then call this program as

svy : test1 , first( age race ) second( birthweight )

which would contain some required options that -svy- would have to
parse out and thus forced to make a real estimation call to -test1-.

Going back a step or two, I don't see how the first regression
produces random effect estimates, but I guess Mark just wanted a
placeholder to demonstrate the two-step procedure.

On Tue, Jun 26, 2012 at 11:11 AM, Jeffrey Pitblado <jpitblado@stata.com> wrote:
> Mark McGovern<markemcgovern@gmail.com> asked a question about programming
> syntax and using -svy bootstrap- or my -bs4rw- prefix command. Stas
> Kolenikov
> and Steve Samuels replied with several good suggestions, but Mark is still
> having some trouble:
>
>
>> Thank you Steve and Stas for your suggestions. For now I can work with
>> bs4rw, although at some point I think I might need to use some of the
>> functionality of svy, so I may have to return to this in the future.
>>
>> As you pointed out Steve, from the Stata 12 programming manual (p.326):
>>
>> 1. Command must be eclass and allow iweights and accept the standard
>> estimation syntax.
>> 2. Command must save the model coefficients and ancillary parameters
>> in e(b) and the estimation sample size in e(N), and it must identify
>> the estimation subsample in e(sample);
>> 3. svy’s vce(bootstrap), vce(brr), and vce(sdr) require that command
>> have svyb as a property.
>>
>> I thought these were satisfied as the original code below does return
>> results in e() in the usual way from "regress". For example,
>> specifically overwriting e() does not help as in the below.
>
>
> Here is Mark's code:
>
>
>> capture program drop test1
>> program define test1, eclass properties(svyb)
>>        syntax [if] [in] [pw iw]
>>        marksample touse
>>        tempvar b V
>>        qui xi:reg age race [`weight'`exp'] if `touse'
>>        capture drop re1
>>        predict re1
>>        qui xi:reg birthwgt re1 [`weight'`exp'] if `touse'
>>        local nobs = e(N)
>>        matrix `b' = e(b)
>>        matrix `V' = e(V)
>>        ereturn post `b' `V', esample(`touse')
>>        ereturn local cmd="test1"
>>        ereturn scalar N = `nobs'
>>        ereturn display
>> end
>>
>> svy : test1
>
>
> The problem here is that
>
>        . svy : test1
>
> looks like a replay call to -svy-.  Mark put all the model specfication
> information in the -test1- program.  Mark can add something to the syntax
> to -test1- that will prevent -svy- from trying to replay nonexistent
> results.
> I would suggest
>
>        . svy : test1 in 1/l
>
> -- Jeff Pitblado
>   jpitblado@stata.com
>
>
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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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