Re: st: Saving bootstrap samples

[Margaret MacDougall <Margaret.MacDougall@ed.ac.uk>]

Dear Nick

I am sorry if I did not provide all of the information you required.  
Under your item 1., your third option looks attractive. I have three 
variables in the one spreadsheet from which the bootstrap samples are to 
be taken and would favour generating bootstrap samples of these which 
are saved within the original spreadsheet, if possible. It would be 
ideal if the output requested for each of these samples was also stored 
in the original spreadsheet, in this case, alongside each corresponding 
sample, in one or more columns if possible.

Best wishes

Margaret

On 15/06/2013 09:16, Nick Cox wrote:
> 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
> njcoxstata@gmail.com
>
> On 15 June 2013 08:39, Margaret MacDougall <Margaret.MacDougall@ed.ac.uk> 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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