Hi, the issue of using bootstrap techniques with weighted
data has been discussed several times on statalist. For
example, see
http://www.stata.com/statalist/archive/2003-09/msg00180.html
http://www.stata.com/statalist/archive/2005-01/msg00218.html
http://www.stata.com/statalist/archive/2002-12/msg00348.html
The basic message is that bootstrap cannot be used with
probability weights (pweights) in Stata. This is bad news
and I think it would be very valuable to change that.
Do I understand right, that the only problem with using
pweights is that weighted sampling is not implemented in
Stata's -bsample- command? In other words: Is it true that
the bootstrap technique produces accurate results for
weighted data if the weights are accounted for via a
weighted sampling design?
Furthermore: Is there a fundamental difficulty with
weighted sampling? (I.e. why is weighted sampling not
implemented in -bsample-?) How could weighted sampling be
implemented in -bsample-? (References?)
Any help will be greatly appreciated!
Thanks,
ben
PS: Am I the only one who feels bothered by the no-pweights
restriction of the bootstrap command? Is it true that
-svy jackknive- could be an alternative?
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