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Re: st: svy, bootstrapping and pweights
I agree with Stas that you cannot use this for standard errors in
complex surveys, but just for the record: The sampling procedure
described by Sergiy is implemented in -gsample-, see
. ssc describe gsample
ben
On Thu, Apr 17, 2008 at 9:00 PM, Sergiy Radyakin <[email protected]> wrote:
> You can partition the 0-1 space into domains (for each observation)
> with sizes proportional to the pweights you have (normalize your
> weights to add up to 1). Then draw random numbers (uniform) and decide
> which observation to add to your subsample. I did it once, but I would
> also want to hear responses from the theorists to this approach, since
> I often hear that using supplied bootstrapped weights is the only
> right way to go.
>
> Best regards,
> Sergiy
>
>
>
> On 4/17/08, Henry An <[email protected]> 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
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/