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Re: st: bootstrap weights
From
Steven Samuels <[email protected]>
To
[email protected]
Subject
Re: st: bootstrap weights
Date
Mon, 12 Sep 2011 18:47:14 -0400
There's no need to create a stratum variable.
*********************
svyset _n [pweight = you weight]
*********************
will implicitly set all the data to a single stratum. However Bryan's point is well-taken. If there were clusters in the original survey design besides households, then any standard errors or CIs produced by -svy: bootstrap-, or any other survey command, will be absolutely wrong--much too small.
Steve
On Sep 12, 2011, at 12:23 PM, Bryan Sayer wrote:
If you REALLY do not have the stratum/psu information (as opposed to someone just leaving it off your file), then you can create a stratum=1 for everyone, and every observation is a single PSU, which you can generate using the observation number.
However, if your observations are people (rather than households) I would guess that at a minimum households are the PSU. So I would check further that perhaps the information exists, but for some reason you don't have it.
Then use -svy bootstrap
Bryan Sayer
Monday to Friday, 8:30 to 5:00
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[email protected]
On 9/12/2011 12:12 PM, Stefano Verde wrote:
> Dear Stata users,
>
> I'd like to boostrap some parameters (elasticities) which I estimate
> by means of a function evaluator program (nlsur is the estimation
> method). Also, every observation has a different weight because it
> represents a different number of households in the population. So, I
> thought I could use pweights, but this is not allowed by -bootstrap-.
>
> I guess I can't use -svy bootstrap- either because I don't have
> information on clusters nor strata.
>
> Do you have any suggestion? I'd greatly appreciate it.
>
> Stefano Verde
>
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