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Re: st: Re: Bootstrapping with unbalanced panel
From
Heath Henderson <[email protected]>
To
[email protected]
Subject
Re: st: Re: Bootstrapping with unbalanced panel
Date
Mon, 5 Aug 2013 20:11:09 -0400
Yes, that does the trick! Thank you!
Heath
On Mon, Aug 5, 2013 at 7:55 PM, Heath Henderson <[email protected]> wrote:
> Yes, that does the trick! Thank you!
>
> Heath
>
>
> On Mon, Aug 5, 2013 at 3:57 PM, Jeph Herrin <[email protected]> wrote:
>>
>> Yes, there seems to be a bug - it looks like -bsample- is creating
>> -newid-s that are unique within strata, but not across strata:
>>
>> . webuse union, clear
>> (NLS Women 14-24 in 1968)
>>
>> . bysort idcode (year): gen byte panelsize = _N
>>
>> . bsample, cluster(idcode) idcluster(newid) strata(panelsize)
>>
>> . tab panelsize newid if newid<6 // Just look at the first few
>> -newids-
>>
>> | Bootstrap sample cluster id
>> panelsize | 1 2 3 4 5 |
>> Total
>>
>> -----------+-------------------------------------------------------+----------
>> 1 | 1 1 1 1 1 |
>> 5
>> 2 | 2 2 2 2 2 |
>> 10
>> 3 | 3 3 3 3 3 |
>> 15
>> 4 | 4 4 4 4 4 |
>> 20
>> 5 | 5 5 5 5 5 |
>> 25
>> 6 | 6 6 6 6 6 |
>> 30
>> 7 | 7 7 7 7 7 |
>> 35
>> 8 | 8 8 8 8 8 |
>> 40
>> 9 | 9 9 9 9 9 |
>> 45
>> 10 | 10 10 10 10 10 |
>> 50
>> 11 | 11 11 11 11 11 |
>> 55
>> 12 | 12 12 12 12 12 |
>> 60
>>
>> -----------+-------------------------------------------------------+----------
>> Total | 78 78 78 78 78 |
>> 390
>>
>>
>>
>> You can get around this by making a "new" newid
>>
>> . egen newnewid=group(newid panelsize)
>>
>> . xtset newnewid year
>> panel variable: newnewid (unbalanced)
>> time variable: year, 70 to 88, but with gaps
>> delta: 1 unit
>>
>>
>> hth,
>> Jeph
>>
>>
>>
>> On 8/5/2013 9:54 AM, Heath Henderson wrote:
>>>
>>> Hello everybody,
>>>
>>> In a previous exchange "bootstrapping with unbalanced panel" a method for
>>> preserving the structure of unbalanced panel data while bootstrapping was
>>> discussed. The idea is to cluster by the firm/household/individual
>>> identifier variable and stratify by a variable that counts the number of
>>> times a given entity is observed. Here is an example of that approach:
>>>
>>> webuse union.dta
>>> bysort idcode (year): gen byte panelsize = _N
>>> bsample, cluster(idcode) idcluster(newid) strata(panelsize)
>>>
>>> The approach is conceptually straightforward and after drawing the sample
>>> we would expect newid and the time variable to uniquely identify
>>> observations. This, however, doesn't seem to be the case as xtset yields
>>> the following error:
>>>
>>> . xtset newid year
>>> repeated time values within panel
>>> r(451);
>>>
>>> What might be going on here? Why wouldn't newid and year uniquely
>>> identify
>>> observations? If it matters, I am using STATA 12 SE for Mac. Any help
>>> would
>>> be much appreciated. Thanks.
>>>
>>> Heath Henderson
>>> *
>>> * For searches and help try:
>>> * http://www.stata.com/help.cgi?search
>>> * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/
>
>
>
>
> --
> Heath Henderson, PhD
> Research Fellow
> Inter-American Development Bank
> 1300 New York Avenue NW
> Washington, DC 20577
> Office: (202) 623-3860
> Cell: (612) 867-4776
--
Heath Henderson, PhD
Research Fellow
Inter-American Development Bank
1300 New York Avenue NW
Washington, DC 20577
Office: (202) 623-3860
Cell: (612) 867-4776
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/