st: Program syntax for svy bootstrap or bs4rw

[Mark McGovern <markemcgovern@gmail.com>]

Dear all,

I am attempting to write a simple program for a bootstrap in which
predicted values (random effects) are estimated in a first stage and
then used in a heckman selection model in the second.

This works fine when I use the standard bootstrap command, however I
am using survey data and would like to account for this with SVY as
discussed on this list previously.

I have tried to meet the syntax requirements for SVY as outlined in
the programming manual, and have tried various additions but I am
having trouble with the program. I noted the discussion on
http://www.stata.com/statalist/archive/2011-03/msg01442.html and also
tried the bs4rw command. I would appreciate your advice. I am using
Stata 12 MP.

Here is a simple illustration with the NHIMES data. I find that the
same sample is used in each bootstrap.

I svyset the data and run the command (with just 5 replications for testing).

webuse nmihs_bs
svyset _n [pweight=finwgt], bsrweight(bsrw1-bsrw5) vce(bootstrap)
singleunit(missing)

program define test1, eclass properties(svyb)
syntax [if] [pw iw] [, NULLOPT]
xi:reg age race
capture drop re1
predict re1
xi:reg birthwgt re1
ereturn local cmd="test1"
end

svy : test1

bs4rw , rw(bsrw1-bsrw5) noisily: test1 [pweight=finwgt]

Regards,

Mark
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