Re: st: Bootstrapping with sampling weights?

[Stas Kolenikov <skolenik@gmail.com>]

Michael,

(1) read my SJ paper, http://stata-journal.com/article.html?article=st0187

(2) yes, if you have independent samples in those periods 20 years
apart, you can treat them as (meta) strata. If you have stratification
information for your data, you should cross it with year:

egen metastrata = group( year strata)

I really doubt that your data are "independent". If this is a personal
interview survey, this is simply a very wrong assumption to make that
would compress your standard errors to an unknown extent. You would
need to figure out what the sample designs for both studies were.

-- 
-- Stas Kolenikov, PhD, PStat (SSC)  ::  http://stas.kolenikov.name
-- Senior Survey Statistician, Abt SRBI  ::  work email kolenikovs at
srbi dot com
-- Opinions stated in this email are mine only, and do not reflect the
position of my employer

On Tue, Oct 2, 2012 at 11:59 AM, Michael Boehm <michael.boehm1@gmail.com> wrote:
> Hi statalisters,
>
> I have survey data with sampling weights (assume the observations
> themselves are independent) from two different periods twenty years
> apart. I want to obtain bootstrapped standard errors for a pooled
> regression of the kind
>
> regress logwage constant constant_period1 college college_period1
> [pweight=weight_attr_afqt_hrs], noconstant hascons
>
> where college_period1 is college interacted with a dummy for the later
> period, i.e. I want to know whether the return to college increased
> over twenty years. I have two questions:
>
> (1) The vce(bootstrap) option is not allowed with sampling weights.
> How do I correctly employ the bootstrap when different observations
> represent different numbers of individuals in the population?
>
> (2) Since the dummy period1 represents a different population, should
> I draw my bootstrap samples from the two periods independently? If
> yes, does this amount to the strata(period1) option?
>
> Thanks,
> Michael
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