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Re: RE: st: bootstrap weighted mean

From   [email protected]
To   [email protected]
Subject   Re: RE: st: bootstrap weighted mean
Date   Thu, 13 Jan 2005 13:27:32 -0600

----- Original Message -----
From: [email protected] (Jeff Pitblado, StataCorp LP)
Date: Thursday, January 13, 2005 9:45 am
Subject: Re: RE: st: bootstrap weighted mean


> If we are talking about "aweights", then I am willing to relax 
> this warning
> for -bootstrap- but am not so sure for -jknife- and -permute-.
> However, do not try this trick with "fweights", you will 
> definitely get the
> wrong standard error estimates.  I've included the contents of a 
> simpledo-file that illustrates why you do not want to use this 
> trick with
> -bootstrap-.  If you run this example, you will notice that the 
> standard error
> estimates are 2 or more times that of the estimates from an 
> appropriateanalysis.  This implications for this example extent to 
> -jknife- and -permute-
> also.
> The -bootstrap- and -jknife- commands need new features in order 
> to handle
> "pweights" (and "iweights") correctly.
> My "final note" was an attempt to encourage Stata users to do 
> their homework
> before using this trick in order to make sure they will get what 
> they expect.


> --Jeff
> [email protected]


Thank you.  


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