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Re: st: random sampling matching the characteristics of the sample

From   Stas Kolenikov <>
Subject   Re: st: random sampling matching the characteristics of the sample
Date   Mon, 30 Apr 2012 21:13:14 -0500

So why exactly do you want to do this? You will only lose in
precision, provided your model is OK; if it is badly misspecified,
then God only knows how your coefficients could jump around, so you
probably should not trust either specification, anyway.

On Mon, Apr 30, 2012 at 6:44 PM, Andrea Rispoli <> wrote:
> Dear Statalisters,
> I am running a regression model: y=f(x, age, size) where x is a dummy
> variable that can take value 1 or 0.
> Since in my sample x=1 for 10% of the sample and x=0 for 90% of the
> sample, I would like to identify a random subsample among the group
> x=0 so that it is more "comparable" in terms of size with the
> subsample for which x=1.
> My problem is that I would like that the selected subsample (in which
> x=0) matched the characteristics of the first subsample (x=1) on the
> other dimensions (e,g age and size).
> For instance, if I take the subsample x=1, mean of age = 37, mean of size=45.
> I would like to randomly select the second subsample (x=0), so that
> mean of age = 37, mean of size=45 as it is the case in the first
> subsample (x=1).
> Do you have any suggestions on how I could achieve such result in stata?
> Thank you very much in advance for all your help!!!
> Kind Regards
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Stas Kolenikov, also found at
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