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st: Bootstrapping with sampling weights?


From   Michael Boehm <michael.boehm1@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bootstrapping with sampling weights?
Date   Tue, 2 Oct 2012 17:59:34 +0100

Hi statalisters,

I have survey data with sampling weights (assume the observations
themselves are independent) from two different periods twenty years
apart. I want to obtain bootstrapped standard errors for a pooled
regression of the kind

regress logwage constant constant_period1 college college_period1
[pweight=weight_attr_afqt_hrs], noconstant hascons

where college_period1 is college interacted with a dummy for the later
period, i.e. I want to know whether the return to college increased
over twenty years. I have two questions:

(1) The vce(bootstrap) option is not allowed with sampling weights.
How do I correctly employ the bootstrap when different observations
represent different numbers of individuals in the population?

(2) Since the dummy period1 represents a different population, should
I draw my bootstrap samples from the two periods independently? If
yes, does this amount to the strata(period1) option?

Thanks,
Michael
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