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RE: st: bootsrap random number use


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
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