Henry,
Do you have a reference for this procedure? I'm unfamiliar with it.
Thanks,
Steve
On Apr 17, 2008, at 2:18 PM, Henry An wrote:
Does anyone know how to incorporate probability weights with
the bootstrap function in Stata? That is, I don't want the
program to randomly select observations from my sample, I
want it to select it based on probability
weights that I've assigned to each observation. I know there
is a "bswreg" ado file that does it with bootstrapped
weights but I don't have bootstrapped weights, I have
pweights. I essentially want to calculate valid standard
errors (or MSEs) using data from a complex survey that was
stratified and that comes with pweights in the dataset. Any
help is much appreciated.
Henry
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