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From |
Cameron McIntosh <cnm100@hotmail.com> |

To |
STATA LIST <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: bootstrap weights |

Date |
Fri, 25 Nov 2011 21:29:51 -0500 |

Yes, I figured as much... guess I just liked the way it sounded. :) > Date: Fri, 25 Nov 2011 18:55:53 -0600 > Subject: Re: st: bootstrap weights > From: skolenik@gmail.com > To: statalist@hsphsun2.harvard.edu > > Cam, > > that's an overkill. You are trying to outsmart the data by being to > conservative. > > Stefano, > > that's probably the best you can do. I would suggest using more > replications (reps() option) and fewer subsampled units (I tend to use > n(-1), although with several thousand observations that you probably > have, the small sample performance these adjustments tend to improve > does not matter). Ask your data providers if they can generate the > bootstrap weights on their side using their strata information. > > On Fri, Nov 25, 2011 at 3:32 PM, Cameron McIntosh <cnm100@hotmail.com> wrote: > > Stefano, > > > > I wonder if another, conservative approach might be to form clusters that maximize ICC, or more directly the intra-cluster covariances of the parameter estimates, and then use Taylor linearization to get your adjusted standard errors. It may take a bit of work to write an algorithm to generate clusters such as I describe. > > > > For what it's worth, > > > > Cam > > > >> Date: Fri, 25 Nov 2011 19:39:43 +0000 > >> Subject: Re: st: bootstrap weights > >> From: verdes@tcd.ie > >> To: statalist@hsphsun2.harvard.edu > >> > >> Dear Bryan and Steven, > >> > >> thank you very much for your help. > >> > >> Only today the national statistics office confirmed to me that: 1) no > >> clusters were used in the household survey I have, and 2) they cannot > >> release information about strata. > >> Thus, my microdata set only includes sampling weights (which sum up to > >> Ireland's household population, N). > >> > >> Given this, what is the best I can do? I have thought of the following: > >> > >> svyset _n [pw = my_sampling_weights] > >> bsweights bsw, n(0) reps(100) > >> bs4rw exp_list, rw(bsw*): command [pw = my_sampling_weights] > >> > >> The first line - on Steven's suggestion - states that there is a > >> single stratum only and each household is a PSU. > >> The second line creates bootstrap resampling weights, which are then > >> used in the bootstrap of exp_list (-bsweights- and -bs4rw- are > >> commands written by Stas Kolenikov). > >> > >> I'm aware that not having information on strata affects results. > >> However, my two questions are: > >> > >> 1) Do sampling weights mitigate this error? > >> > >> 2) Are the three command lines above the best I can do, given the > >> information limitations? > >> > >> Once again I'd greatly appreciate your help. > >> > >> Best regards, > >> Stefano Verde > >> > >> * > >> * For searches and help try: > >> * http://www.stata.com/help.cgi?search > >> * http://www.stata.com/support/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/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > > > > -- > Stas Kolenikov, also found at http://stas.kolenikov.name > Small print: I use this email account for mailing lists only. > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/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/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: bootstrap weights***From:*Stefano Verde <verdes@tcd.ie>

**RE: st: bootstrap weights***From:*Cameron McIntosh <cnm100@hotmail.com>

**Re: st: bootstrap weights***From:*Stas Kolenikov <skolenik@gmail.com>

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