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

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

Subject |
Re: st: bootsrap random number use |

Date |
Mon, 7 Oct 2013 10:59:17 -0400 |

On Mon, Oct 7, 2013 at 6:48 AM, philippe van kerm <philippe.vankerm@ceps.lu> wrote: > 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. Dear Philippe, thank you for this addition, but I still don't get it: how would the draws depend on the sort order of the data? Is there such a problem with my model code? Note that I don't loop over observations, I loop over -draws-. Performance is not an issue here, but the amount of randomness is. Even if I can't recover the logic behind the bootstrap, can I be absolutely confident that it will require 2*N*k random numbers for k iterations? Or is it (N+1)*k? Thank you, Sergiy Radyakin > > 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/ * * 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>

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

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

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