Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Sergiy Radyakin <serjradyakin@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: bootsrap random number use |

Date |
Fri, 4 Oct 2013 20:11:55 -0400 |

On Fri, Oct 4, 2013 at 6:47 PM, Stas Kolenikov <skolenik@gmail.com> wrote: > As far as I remember looking at the -bsample- code, which I never > understood, it also sorts the data this or that way when -expand-ing > the bootstrap frequencies. Yes, Stas, I also see the sorts, and yes, I also don't understand what it is doing exactly there. My view on bootstrap is that it is doing sampling with replacement, http://en.wikipedia.org/wiki/Bootstrapping_%28statistics%29#Case_resampling , so should be similar to the following minimal code: http://www.radyakin.org/statalist/2013100401/picksample.do which takes exactly N random numbers to create a subsample (with replacement) from the original sample of N observations. If Stata requires more 'randomness', I assume it is doing something more complicated, and I am curious to know what is it. Thank you, Sergiy Radyakin > > -- 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 Fri, Oct 4, 2013 at 1:45 PM, Sergiy Radyakin <serjradyakin@gmail.com> wrote: >> Dear Statalist, >> >> suppose I want to bootsrap myself. For a dataset with 74 observations >> to do two bootstrap iterations I would need to pick 2x74=148 random >> numbers, but Stata picks 296. Why? >> >> Thank you, Sergiy Radyakin >> * >> * 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/ * * 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/

**Follow-Ups**:**RE: st: bootsrap random number use***From:*philippe van kerm <philippe.vankerm@ceps.lu>

**References**:**st: bootsrap random number use***From:*Sergiy Radyakin <serjradyakin@gmail.com>

**Re: st: bootsrap random number use***From:*Stas Kolenikov <skolenik@gmail.com>

- Prev by Date:
**Re: st: bootsrap random number use** - Next by Date:
**st: Re: Stata does not understand some strings** - Previous by thread:
**Re: st: bootsrap random number use** - Next by thread:
**RE: st: bootsrap random number use** - Index(es):