st: tsb: new command for implementing two-stage bootstrap for clustered data

["Ng, Edmond" <Edmond.Ng@mhra.gsi.gov.uk>]

Dear Listers, 

I am pleased to annouce the arrival of a new Stata command 'tsb' for implementing a two-stage boostrap algorithm for clustered data proposed by Davison and Hinkley (1997).  

'tsb' performs the two-stage bootstrap sampling algorithm on a user-supplied statistic with shrinkage correction for re-sampling at the second stage as default. For health economists, an additional programme, 'tsbceprob', is also available for estimating the cost effectiveness probabilities for different willing-to-pay thresholds. An example in the accompanying paper shows how the estimated probabilites can be used for plotting cost-effectiveness acceptability curves (CEACs). 

The URL for the Stata programmes and the accompanying paper is:
http://www.stata-journal.com/article.html?article=st0288 

Part of the motivation of this new command was to resolve a technical issue regarding using 'bootstrap' with the 'bca' option for computing bias-corrected and accelerated confidence interval for clustered data. See a related post from the list: 
http://www.stata.com/statalist/archive/2010-06/msg00065.html

I hope these commands will prove useful to some of the members in Statalist. 

Best wishes, Edmond 


Reference 
Davison, A. C. and D. V. Hinkley (1997). Bootstrap Methods and their Application Cambridge Cambridge University Press 



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Edmond Ng | Research Statistician | Clinical Practice Research Datalink (CPRD), MHRA 
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