Scott Merryman wrote:
> I know that Stata's -bootstrap- command will not calculate a bootstrap
> weighted mean:
>
> . bootstrap "sum loss_ratio [aw= premium]" r(mean), rep(100)
> weights not allowed
>
> However, is it possible to get around this by making repeated calls to
> -bsample-?
> Will the following -simulate- program work or is it committing a sin and
> only
> returning garbage?
>
> program bst_mean, rclass
> syntax varlist ,[ weight(string)]
> preserve
> bsample
> sum `varlist' [`weight']
> return scalar mean = r(mean)
> restore
> end
I ran this code successfully.
> simulate "bst_mean loss_ratio, weight(aw =premium)" mean= r(mean),
> rep(100)
Using survey data that I accessed from the 1999 European Election Study
(available on request), I ran your -simulate- command in order to
bootstrap the weighted-mean proportions of Catholic respondents in the
United Kingdom sample of the 1999 EES (N=977). In total, 128 of the UK
respondents declared themselves as Catholic.
. sum catholic
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
catholic | 977 .1310133 .3375877 0 1
. simulate "bst_mean catholic, weight(aw=weight)" mean= r(mean), rep(100)
command: bst_mean catholic , weight(aw=weight)
statistic: mean = r(mean)
. sum mean
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
mean | 100 .1317976 .0121484 .1043396 .1758897
It looks as if your code hits the target: I obtain a bootstrapped
weighted- mean estimated proportion of declared Catholics in the survey of
13.18%. Compared to the survey estimate of 13.10% (95% CI: 10.80% and
15.56%), this is hard to quibble with. Generating 1000 replications, I
get:
. sum mean
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
mean | 1000 .1333621 .011228 .0922785 .1683495
or, an estimated 13.34% of declared Catholics in the sample (95% CI:
11.14% and 15.54%).
It would be even better if -pweight-s could be included in this, but I
accept that this may be computationally difficult.
I hope this helps.
CLIVE NICHOLAS |t: 0(044)7903 397793
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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