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Re: st: bootsrap random number use
From
Sergiy Radyakin <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: bootsrap random number use
Date
Fri, 4 Oct 2013 20:11:55 -0400
On Fri, Oct 4, 2013 at 6:47 PM, Stas Kolenikov <[email protected]> wrote:
> As far as I remember looking at the -bsample- code, which I never
> understood, it also sorts the data this or that way when -expand-ing
> the bootstrap frequencies.
Yes, Stas, I also see the sorts, and yes, I also don't understand what
it is doing
exactly there. My view on bootstrap is that it is doing sampling with
replacement,
http://en.wikipedia.org/wiki/Bootstrapping_%28statistics%29#Case_resampling ,
so should be similar to the following minimal code:
http://www.radyakin.org/statalist/2013100401/picksample.do
which takes exactly N random numbers to create a subsample (with replacement)
from the original sample of N observations. If Stata requires more
'randomness', I
assume it is doing something more complicated, and I am curious to
know what is it.
Thank you, Sergiy Radyakin
>
> -- Stas Kolenikov, PhD, PStat (ASA, SSC)
> -- Senior Survey Statistician, Abt SRBI
> -- Opinions stated in this email are mine only, and do not reflect the
> position of my employer
> -- http://stas.kolenikov.name
>
>
>
> On Fri, Oct 4, 2013 at 1:45 PM, Sergiy Radyakin <[email protected]> wrote:
>> Dear Statalist,
>>
>> suppose I want to bootsrap myself. For a dataset with 74 observations
>> to do two bootstrap iterations I would need to pick 2x74=148 random
>> numbers, but Stata picks 296. Why?
>>
>> Thank you, Sergiy Radyakin
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