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Re: st: deriving a bootstrap estimate of a difference between two weighted regressions
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: deriving a bootstrap estimate of a difference between two weighted regressions
Date
Sat, 31 Jul 2010 22:20:41 -0500
I am not sure this is sensible. Leaving aside the issue whether
comparing two regressions with different weight is sensible, to begin
with, I am used to thinking about aweights as a result of -collapse-.
For your bootstrap procedure to resemble all the steps in the original
process, you would have to resample the raw data before -collapse- to
get both new numbers and new weights.
On Sat, Jul 31, 2010 at 7:54 PM, Ariel Linden, DrPH
<[email protected]> wrote:
> Hi All,
>
> I would like to run two regressions (each using a different weight), and
> then get the bootstrapped estimates of the difference. Neither suest or
> sureg allows different weights to be used in the two models. I thought that
> maybe there is a way of getting the resulting estimate in a somewhat manual
> manner, but I don't know how. I am thinking something like this:
>
>
> regress outcome treatment [aw = att]
> scalar ATT = _b[ treatment]
>
> Regress outcome treatment [aw = atc]
> scalar ATC = _b[ treatment]
>
> scalar difference= (ATT-ATC)
>
> Then bootstrap the scalar difference to get the mean, CI, etc.
>
> Any help is much appreciated!
>
> Ariel
>
>
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--
Stas Kolenikov, also found at http://stas.kolenikov.name
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