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From |
philippe van kerm <philippe.vankerm@ceps.lu> |

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

Subject |
RE: st: bootsrap random number use |

Date |
Mon, 7 Oct 2013 10:48:12 +0000 |

It seems to me the -bsample- code is simply meant to avoid the explicit loop over observations (and so is fast even with many observations), but does not do extra magic otherwise. I would think the second uniform() ensures that the bootstrap draw does not depend on the initial sort order of the data. Philippe > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- > statalist@hsphsun2.harvard.edu] On Behalf Of Sergiy Radyakin > Sent: Saturday, October 05, 2013 1:15 AM > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: bootsrap random number use > > 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_resamp > ling , > 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/ * * 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:*Sergiy Radyakin <serjradyakin@gmail.com>

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

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

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

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