Re: st: Bootstrap strata

[Laura Gibbons <gibbonsl@u.washington.edu>]

In case someone else has this problem in the future, here is what I found 
out:

By default, the -strata- option for -bootstrap- would perform
sampling with replacement within each strata; but the default number
of observations is the number of observations present in the dataset.

If a person has 7 observations, the sample will consist of
7 observations for that person; the difference with the original
dataset is that it will be a sample with replacement, i.e., repeated
observations might be present.

For my purposes, since I want my samples per individual have size 1, I 
need to specify that as follows:

  bootstrap, strata(id) size(1): regress...


On Fri, 31 May 2013, Laura Gibbons wrote:

> I have data with 1 to 7 observations/person.  I want to randomly sample one 
> observation/person in some sort of a bootstrapping process to get an 
> appropriate error term for, say, x.
>
> I can set this up myself using a loop around the -bsample- command [bsample 
> 1, strata(id)], posting the estimated coefficient for x each sample and 
> taking the std dev of the mean of x for my 1000 times through the loop.
>
> Is there a way to do this directly in -bootstrap-?  Here is what the manual 
> says about the strata option there:
>
>    strata(varlist) specifies the variables that identify strata.  If this
>        option is specified, bootstrap samples are taken independently 
> within
>        each stratum.
>
> It is not clear to me what that means.  Does it mean it will sample once 
> from each stratum?  I think not, based on my results, but I honestly can't 
> tell.
>
> Many thanks,
>
> Laura
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> Laura E. Gibbons, PhD
> General Internal Medicine, University of Washington
> Box 359780, Harborview Medical Center, 325 Ninth Ave, Seattle, WA 98104
> phone: 206-744-1842, fax: 206-744-9917,
> Office address: 401 Broadway, Suite 5122.6
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Laura E. Gibbons, PhD
General Internal Medicine, University of Washington
Box 359780, Harborview Medical Center, 325 Ninth Ave, Seattle, WA 98104
phone: 206-744-1842, fax: 206-744-9917,
Office address: 401 Broadway, Suite 5122.6
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/