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Re: st: Saving bootstrap samples


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Saving bootstrap samples
Date   Sat, 15 Jun 2013 09:16:02 +0100

Apart from the word "saving", what you seek is unclear.

Some precision on exactly what you seek would help:

1. Different bootstrap samples as

each a separate dataset
each a block of observations in  a combined dataset
each a block of variables in a combined dataset

2. Results of computations on each

stored precisely how.

Nick
njcoxstata@gmail.com

On 15 June 2013 08:39, Margaret MacDougall <Margaret.MacDougall@ed.ac.uk> wrote:

> Thanks for your reply. It is the saving of the bootstrap samples I was
> specifically asking about, but I would wish to save them in addition to the
> output generated for particular parameters. Is it possible to combine these
> two tasks?

On 14/06/2013 14:40, Maarten Buis wrote:

>> On Fri, Jun 14, 2013 at 3:31 PM, Margaret MacDougall wrote:
>>>
>>> I would value some tips on how best to go about saving bootstrap samples
>>> generated by means of the bootstrap command in Stata.
>>
>> Do you want to save the samples or the statistics computed in each
>> sample? The latter can easily be achieved using the -saving()- option.
>> The former is harder. You'll probably have to abandon -bootstrap- and
>> code the loop yourself and draw random observation in each iteration
>> using -bsample-. It is probably most convient to store those samples
>> as fweights, like so:
>>
>> forvalues i = 1/10 {
>>      qui gen w`i' = .
>>      bsample , weight(w`i')
>> }
>>
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