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Re: st: Saving bootstrap samples
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Saving bootstrap samples
Date
Sat, 15 Jun 2013 09:16:02 +0100
Apart from the word "saving", what you seek is unclear.
Some precision on exactly what you seek would help:
1. Different bootstrap samples as
each a separate dataset
each a block of observations in a combined dataset
each a block of variables in a combined dataset
2. Results of computations on each
stored precisely how.
Nick
[email protected]
On 15 June 2013 08:39, Margaret MacDougall <[email protected]> wrote:
> Thanks for your reply. It is the saving of the bootstrap samples I was
> specifically asking about, but I would wish to save them in addition to the
> output generated for particular parameters. Is it possible to combine these
> two tasks?
On 14/06/2013 14:40, Maarten Buis wrote:
>> On Fri, Jun 14, 2013 at 3:31 PM, Margaret MacDougall wrote:
>>>
>>> I would value some tips on how best to go about saving bootstrap samples
>>> generated by means of the bootstrap command in Stata.
>>
>> Do you want to save the samples or the statistics computed in each
>> sample? The latter can easily be achieved using the -saving()- option.
>> The former is harder. You'll probably have to abandon -bootstrap- and
>> code the loop yourself and draw random observation in each iteration
>> using -bsample-. It is probably most convient to store those samples
>> as fweights, like so:
>>
>> forvalues i = 1/10 {
>> qui gen w`i' = .
>> bsample , weight(w`i')
>> }
>>
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