Re: st: Saving bootstrap samples

[Margaret MacDougall <Margaret.MacDougall@ed.ac.uk>]

Dear Maarten

Thanks for your reply. It is the saving of the bootstrap samples I was 
specifically asking about, but I would wish to save them in addition to 
the output generated for particular parameters. Is it possible to 
combine these two tasks?

Best wishes

Margaret

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Dr Margaret MacDougall
Medical Statistician and Researcher in Education
Centre for Population Health Sciences
University of Edinburgh Medical School
Teviot Place
Edinburgh EH8 9AG

Tel:  +44 (0)131 650 3211
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E-mail:  Margaret.MacDougall@ed.ac.uk
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On 14/06/2013 14:40, Maarten Buis wrote:
> On Fri, Jun 14, 2013 at 3:31 PM, Margaret MacDougall wrote:
> > I would value some tips on how best to go about saving bootstrap samples
> > generated by means of the bootstrap command in Stata.
> Do you want to save the samples or the statistics computed in each
> sample? The latter can easily be achieved using the -saving()- option.
> The former is harder. You'll probably have to abandon -bootstrap- and
> code the loop yourself and draw random observation in each iteration
> using -bsample-. It is probably most convient to store those samples
> as fweights, like so:
>
> forvalues i = 1/10 {
>      qui gen w`i' = .
>      bsample , weight(w`i')
> }
>
> Hope this helps,
> Maarten
>
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
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