Stata 15 help for svy_bootstrap

[SVY] svy bootstrap -- Bootstrap for survey data


svy bootstrap exp_list [, svy_options bootstrap_options eform_option] : command

exp_list specifies the statistics to be collected from the execution of command. exp_list is required unless command has the svyb program property, in which case exp_list defaults to _b; see [P] program properties.

svy_options Description ------------------------------------------------------------------------- if/in subpop([varname] [if]) identify a subpopulation

Reporting level(#) set confidence level; default is level(95) noheader suppress table header nolegend suppress table legend noadjust do not adjust model Wald statistic nocnsreport do not display constraints display_options control columns and column formats, row spacing, line width, display of omitted variables and base and empty cells, and factor-variable labeling

coeflegend display legend instead of statistics ------------------------------------------------------------------------- coeflegend is not shown in the dialog boxes for estimation commands.

bootstrap_options Description ------------------------------------------------------------------------- Main bsn(#) bootstrap mean-weight adjustment

Options saving(filename[, ...]) save results to filename; save statistics in double precision; save results to filename every # replications mse use MSE formula for variance

Reporting verbose display the full table legend nodots suppress replication dots dots(#) display dots every # replications noisily display any output from command trace trace command title(text) use text as title for bootstrap results

Advanced nodrop do not drop observations reject(exp) identify invalid results dof(#) design degrees of freedom ------------------------------------------------------------------------- svy requires that the survey design variables be identified using svyset. command defines the estimation command to be executed. The by prefix cannot be part of command. See [SVY] svy postestimation for features available after estimation. Warning: Using if or in restrictions will often not produce correct variance estimates for subpopulations. To compute estimates for subpopulations, use the subpop() option. svy bootstrap requires that the bootstrap replicate weights be identified using svyset.


Statistics > Survey data analysis > Resampling > Bootstrap estimation


svy bootstrap performs nonparametric bootstrap estimation of specified statistics (or expressions) for a Stata command or a user-written program. The command is executed once for each replicate using sampling weights that are adjusted according to the bootstrap methodology. Any Stata estimation command listed in [SVY] svy estimation may be used with svy bootstrap. User-written programs that meet the requirements in [P] program properties may also be used.


svy_options; see [SVY] svy.

+------+ ----+ Main +-------------------------------------------------------------

bsn(#) specifies that # bootstrap replicate-weight variables were used to generate each bootstrap mean-weight variable specified in the bsrweight() option of svyset. The default is bsn(1). The bsn() option of svy bootstrap overrides the bsn(#) option of svyset.

+---------+ ----+ Options +----------------------------------------------------------

saving(filename [, suboptions]) creates a Stata data file (.dta file) consisting of (for each statistic in exp_list) a variable containing the replicates.

See prefix_saving_option for details about suboptions.

mse specifies that svy bootstrap compute the variance by using deviations of the replicates from the observed value of the statistics based on the entire dataset. By default, svy bootstrap computes the variance by using deviations of the replicates from their mean.

+-----------+ ----+ Reporting +--------------------------------------------------------

verbose requests that the full table legend be displayed.

nodots suppresses display of the replication dots. By default, one dot character is printed for each successful replication. A red `x' is printed if command returns with an error, and `e' is printed if one of the values in exp_list is missing.

dots(#) displays dots every # replications. dots(0) is a synonym for nodots.

noisily requests that any output from command be displayed. This option implies the nodots option.

trace causes a trace of the execution of command to be displayed. This option implies the noisily option.

title(text) specifies a title to be displayed above the table of bootstrap results; the default title is "Bootstrap results".

eform_option; see [R] eform_option. This option is ignored if exp_list is not _b.

+----------+ ----+ Advanced +---------------------------------------------------------

nodrop prevents observations outside e(sample) and the if and in qualifiers from being dropped before the data are resampled.

reject(exp) identifies an expression that indicates when results should be rejected. When exp is true, the resulting values are reset to missing values.

dof(#) specifies the design degrees of freedom, overriding the default calculation, df = N_psu - N_strata.


. webuse nmihs_bs . svyset . svy, nodots: mean birthwgt

. webuse nmihs_mbs . svyset . svy, nodots: mean birthwgt

Stored results

In addition to the results documented in [SVY] svy, svy bootstrap stores the following in e():

Scalars e(N_reps) number of replications e(N_misreps) number of replications with missing values e(k_exp) number of standard expressions e(k_eexp) number of _b/_se expressions e(k_extra) number of extra estimates added to _b e(bsn) bootstrap mean-weight adjustment

Macros e(cmdname) command name from command e(cmd) same as e(cmdname) or bootstrap e(vce) bootstrap e(exp#) #th expression e(bsrweight) bsrweight() variable list

Matrices e(b_bs) bootstrap means e(V) bootstrap variance estimates

When exp_list is _b, svy bootstrap will also carry forward most of the results already in e() from command.

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