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From |
Mark McGovern <markemcgovern@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Program syntax for svy bootstrap or bs4rw |

Date |
Tue, 26 Jun 2012 14:57:45 -0400 |

Thanks Jeff and Stas, problem solved! Mark On Tue, Jun 26, 2012 at 12:36 PM, Stas Kolenikov <skolenik@gmail.com> wrote: > 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 >> >> >> * >> * 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 > -- 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 > > * > * 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/

**References**:**st: Program syntax for svy bootstrap or bs4rw***From:*Mark McGovern <markemcgovern@gmail.com>

**Re: st: Program syntax for svy bootstrap or bs4rw***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: Program syntax for svy bootstrap or bs4rw***From:*Mark McGovern <markemcgovern@gmail.com>

**Re: st: Program syntax for svy bootstrap or bs4rw***From:*Steve Samuels <sjsamuels@gmail.com>

**Re: st: Program syntax for svy bootstrap or bs4rw***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: Program syntax for svy bootstrap or bs4rw***From:*Mark McGovern <markemcgovern@GMAIL.COM>

**Re: st: Program syntax for svy bootstrap or bs4rw***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: Program syntax for svy bootstrap or bs4rw***From:*Jeffrey Pitblado <jpitblado@stata.com>

**Re: st: Program syntax for svy bootstrap or bs4rw***From:*Stas Kolenikov <skolenik@gmail.com>

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