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From | jpitblado@stata.com (Jeff Pitblado, StataCorp LP) |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Bootstrap command when used with cluster and strata options |
Date | Thu, 24 Oct 2013 13:54:43 -0500 |
Chris Frost <Chris.Frost@lshtm.ac.uk> is using -bootstrap- with options -strata()-, -cluster()- and -idcluster()-, and noticed that the new cluster variable repeates ID values (starting from 1) between the strata: > 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? Austin Nichols <austinnichols@gmail.com> verified this, and pointed out that -bsample- is the command that is producing the new cluster id variable. Jeph Herrin <stata@spandrel.net> ran across this behavior in a reply to a Statalist thread earlier this year. Sorry I missed that thread Jeph. The documentation for -idcluster()- for -bsample- says: idcluster(newvar) creates a new variable containing a unique identifier for each resampled cluster. This description agrees with Chris's expectation. As such, we will update -bsample- to behave as expected. --Jeff jpitblado@stata.com * * 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/