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st: weighting in bootstrapping


From   "Lachenbruch, Peter" <[email protected]>
To   "statalist (E-mail)" <[email protected]>
Subject   st: weighting in bootstrapping
Date   Tue, 9 Sep 2003 16:11:25 -0400

I have a stratified sample and have computed a statistic within each
stratum.  It is a ratio of some quantities and there is interest to see if
the ratio is 1.  I want to combine these estimates over the strata to get a
population wide estimate and a test to see if the combined ratio is 1.  The
bsample command allows weights, but I am interested in determining if it is
permissible to issue the command
bootstrap "statacommand y [w=freq]" _b[outvar],reps(1000) bca  etc.
That is, are weights OK in the bootstrapped command?  And do they operate as
if I had a total of N=sum(stratum frequencies) observations, or do they
sample the entire stratum?

I don't have the data in hand yet, so I can't try it out and find out
directly

I need some help with bs  (my friends will, of course, immediately
contradict that)

Peter A. Lachenbruch, Ph. D.
Director, Division of Biostatistics
OBE/CBER/FDA
Phone    (301) 827-3320
FAX        (301) 827-5218

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