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Re: st: Bootstrap strata


From   Laura Gibbons <gibbonsl@u.washington.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Bootstrap strata
Date   Tue, 4 Jun 2013 09:53:47 -0700 (PDT)

In case someone else has this problem in the future, here is what I found out:

By default, the -strata- option for -bootstrap- would perform
sampling with replacement within each strata; but the default number
of observations is the number of observations present in the dataset.

If a person has 7 observations, the sample will consist of
7 observations for that person; the difference with the original
dataset is that it will be a sample with replacement, i.e., repeated
observations might be present.

For my purposes, since I want my samples per individual have size 1, I need to specify that as follows:

  bootstrap, strata(id) size(1): regress...


On Fri, 31 May 2013, Laura Gibbons wrote:


I have data with 1 to 7 observations/person. I want to randomly sample one observation/person in some sort of a bootstrapping process to get an appropriate error term for, say, x.

I can set this up myself using a loop around the -bsample- command [bsample 1, strata(id)], posting the estimated coefficient for x each sample and taking the std dev of the mean of x for my 1000 times through the loop.

Is there a way to do this directly in -bootstrap-? Here is what the manual says about the strata option there:

   strata(varlist) specifies the variables that identify strata.  If this
option is specified, bootstrap samples are taken independently within
       each stratum.

It is not clear to me what that means. Does it mean it will sample once from each stratum? I think not, based on my results, but I honestly can't tell.

Many thanks,

Laura
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Laura E. Gibbons, PhD
General Internal Medicine, University of Washington
Box 359780, Harborview Medical Center, 325 Ninth Ave, Seattle, WA 98104
phone: 206-744-1842, fax: 206-744-9917,
Office address: 401 Broadway, Suite 5122.6
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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*   For searches and help try:
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Laura E. Gibbons, PhD
General Internal Medicine, University of Washington
Box 359780, Harborview Medical Center, 325 Ninth Ave, Seattle, WA 98104
phone: 206-744-1842, fax: 206-744-9917,
Office address: 401 Broadway, Suite 5122.6
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


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