Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: how to do subsampling in stata
From
László Sándor <[email protected]>
To
[email protected]
Subject
Re: st: how to do subsampling in stata
Date
Wed, 14 Aug 2013 13:43:23 -0400
Thanks, Phil.
I am not sure I'd venture to hack -bootstrap- with replacing -bsample-
with -sample- on my own, while I think its MP optimization and other
features make the -bootstrap- prefix preferable to one's own
implementations of loops of -bsample-.
That said, if "no replacement" is indeed not in -bootstrap-, it won't
be added any time soon, so there is nothing but the manual loops…
But I forgot link to one existing Statalist entry on subsampling from
4 (!) years ago already citing prestigious (though admittedly recent)
literature suggesting subsampling could be a good idea — e.g. for
matching estimators which were perhaps the biggest novelty in Stata
13. So, where is the subsampling?
http://www.stata.com/statalist/archive/2009-04/msg00920.html
Thanks!
Laszlo
On Wed, Aug 14, 2013 at 1:33 PM, Phil Schumm <[email protected]> wrote:
> On Aug 14, 2013, at 11:15 AM, Phil Schumm <[email protected]> wrote:
>> On Aug 14, 2013, at 10:58 AM, László Sándor <[email protected]> wrote:
>>> I wonder why I found no comments, help files, FAQs, list entries on subsampling implemented in Stata. Isn't one of the sampling-bootstrapping commands fit to that too? Is the sampling without replacement the biggest difficulty?
>>>
>>> I would have thought a simple option could have been added to -bootstrap- long ago to achieve this.
>>>
>>> Or am I overlooking another simple solution?
>>
>>
>> I don't understand your question, but -search sample- brings up -bsample-, which is used by -bootstrap-.
>
>
> I'm sorry -- I read too quickly. The command -sample- will draw samples without replacement, which you could use to construct the CI referenced in your post.
>
>
> -- Phil
>
>
> *
> * 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/
*
* 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/