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Re: st: bootstrap weighted mean


From   Stas Kolenikov <skolenik@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: bootstrap weighted mean
Date   Wed, 2 Oct 2013 06:49:23 -0500

So why exactly do you want to do this? This is Stata's -ratio-
command, and what you are doing is achievable with -bootstrap :
ratio-. If you need to incorporate weights, you can use -bsweights- /
-bs4rw- combo (the first is mine, the second is Jeff Pitblado's).

-- Stas Kolenikov, PhD, PStat (ASA, SSC)
-- Senior Survey Statistician, Abt SRBI
-- Opinions stated in this email are mine only, and do not reflect the
position of my employer
-- http://stas.kolenikov.name



On Tue, Oct 1, 2013 at 9:40 PM, Shuaizhang Feng
<shuaizhang.feng@gmail.com> wrote:
> Dear list:
>
> I was trying to bootstrap standard errors for the mean of two
> variables. When I do so for simple means, i use the following ado
> file.
>
> program myratio, rclass
>          summarize `1'
>           local a1 = r(mean)
>           summarize `2'
>           local a2 = r(mean)
>  return scalar ratio = `a1'/`a2'
> end
>
> and then do the following:
>
> .bootstrap r(ratio), reps(100) saving(cratio, replace): myratio u1 u2, detail
>
> and this gives the results as expected.
>
> however, when i wanted to do ratio of weighted means, i modified the
> ado file as follows:
>
> program myratio_w, rclass
>       summarize `1'[iw=`3']
>           local a1 = r(mean)
>       summarize `2'[iw=`3']
>           local a2 = r(mean)
>  return scalar ratio = `a1'/`a2'
> end
>
>
> and then use:
>
> bootstrap r(ratio), reps(100) saving(cratio, replace): myratio_w u1 u2
> weight, detail
>
> then stata does not work properly and gives me the following message:
>
> invalid syntax
> an error occurred when bootstrap executed myratio_w
> r(198);
>
>
> I am wondering if anyone from the list can help me out. the difference
> between the two ado files seem small Thanks in advance.
>
> SZ
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