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Re: st: Bootstrap command when used with cluster and strata options


From   Austin Nichols <austinnichols@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Bootstrap command when used with cluster and strata options
Date   Wed, 23 Oct 2013 11:42:49 -0400

Chris Frost <Chris.Frost@lshtm.ac.uk>:
Sounds like a problem with your data to me, not the program. If your
clusters seem to cross strata, because of the coding in your data, you
can define a new cluster variable
egen newc=group(group id)
or you can specify that clusters are defined by two variables
bootstrap, strata(group) cluster(group id) idcluster(newid):

On Wed, Oct 23, 2013 at 6:11 AM, Chris Frost <Chris.Frost@lshtm.ac.uk> wrote:
> I think that there is a problem with the bootstrap command when used in conjunction with the "cluster" and "strata" options. The problem arises because the command "bootstrap, strata(group) cluster(id) idcluster(newid) ....." creates a variable "newid" which is only unique (at the cluster level) within each strata. For example if there are 1000 subjects (with multiple measures per subject) each with a unique id but in two equal size groups the above command will result in each bootstrap sample having only 500 values of newid with subjects being erroneously paired up: this will lead to incorrect variance estimates with a command such as bootstrap, strata(group) cluster(id) idcluster(newid): mixed outcome i.group || newid:
>
> Am I correct? Can this be fixed?
>
> Chris Frost

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