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Re: st: How to apply -bootstrap- but use -fweight- in -summarize- or -regress-?
From
Steve Samuels <[email protected]>
To
[email protected]
Subject
Re: st: How to apply -bootstrap- but use -fweight- in -summarize- or -regress-?
Date
Mon, 19 Apr 2010 11:07:52 -0400
Treating your weights as -fweights- will give entirely wrong
standard errors: To Stata, an fweight denotes the number of copies of
the observation in the _sample_, not in the _population_. I think
your weights are pweights.
Without knowing anything about the study design or your intended
analyses, it's difficult to give further advice. For bootstrapping
weighted survey (and other) data, see:
http://ideas.repec.org/p/boc/nsug08/19.html by Stas Kolenikov
Steve
On Mon, Apr 19, 2010 at 2:48 AM, Misha Spisok <[email protected]> wrote:
> Hello, Statalist!
>
> I can't figure out how to get around -bootstrap-'s inability to apply
> weights. I'd like to do something like the following (assuming it's
> correct, in principle):
>
> bootstrap me_se=r(sd): sum me [fweight=number]
> bootstrap me_se=e(b): reg me [fweight=number]
>
> where 'me' is a statistic for which I am trying to get a standard error.
>
> Data look something like below, with 'me' being the statistic and
> 'number' being the number of times that value is repeated in the
> population. The actual sum of 'number' is over 100,000,000.
>
> me number
> 0.004656171 411
> 0.000921952 256
> 0.00332348 677
> 0.003846806 875
> 0.005841959 815
> 0.008070664 717
> 0.000966846 780
> 0.004082443 403
> 0.00874068 546
> 0.004901177 925
> 0.004868469 87
> 0.008825776 346
> 0.006638993 432
> 0.009060225 325
> 0.007342354 999
> 0.007714793 28
> 0.006781056 332
> 0.002377917 341
> 0.009975764 137
>
> Thank you for taking the time to read this.
>
> Best,
>
> Misha
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>
--
Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax: 206-202-4783
*
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