Re: st: Re: Bootstrapping with unbalanced panel

[Jeph Herrin <stata@spandrel.net>]

Yes, there seems to be a bug - it looks like -bsample- is creating -newid-s that are unique within strata, but not 
across strata:

. webuse union, clear
(NLS Women 14-24 in 1968)

. bysort idcode (year): gen byte panelsize = _N

. bsample, cluster(idcode) idcluster(newid) strata(panelsize)

. tab panelsize newid if newid<6     // Just look at the first few -newids-

           |              Bootstrap sample cluster id
 panelsize |         1          2          3          4          5 |     Total
-----------+-------------------------------------------------------+----------
         1 |         1          1          1          1          1 |         5
         2 |         2          2          2          2          2 |        10
         3 |         3          3          3          3          3 |        15
         4 |         4          4          4          4          4 |        20
         5 |         5          5          5          5          5 |        25
         6 |         6          6          6          6          6 |        30
         7 |         7          7          7          7          7 |        35
         8 |         8          8          8          8          8 |        40
         9 |         9          9          9          9          9 |        45
        10 |        10         10         10         10         10 |        50
        11 |        11         11         11         11         11 |        55
        12 |        12         12         12         12         12 |        60
-----------+-------------------------------------------------------+----------
     Total |        78         78         78         78         78 |       390



You can get around this by making a "new" newid

. egen newnewid=group(newid panelsize)

. xtset newnewid year
       panel variable:  newnewid (unbalanced)
        time variable:  year, 70 to 88, but with gaps
                delta:  1 unit


hth,
Jeph


On 8/5/2013 9:54 AM, Heath Henderson wrote:
> Hello everybody,
>
> In a previous exchange "bootstrapping with unbalanced panel" a method for
> preserving the structure of unbalanced panel data while bootstrapping was
> discussed. The idea is to cluster by the firm/household/individual
> identifier variable and stratify by a variable that counts the number of
> times a given entity is observed. Here is an example of that approach:
>
> webuse union.dta
> bysort idcode (year): gen byte panelsize = _N
> bsample, cluster(idcode) idcluster(newid) strata(panelsize)
>
> The approach is conceptually straightforward and after drawing the sample
> we would expect newid and the time variable to uniquely identify
> observations. This, however, doesn't seem to be the case as xtset yields
> the following error:
>
> . xtset newid year
> repeated time values within panel
> r(451);
>
> What might be going on here? Why wouldn't newid and year uniquely identify
> observations? If it matters, I am using STATA 12 SE for Mac. Any help would
> be much appreciated. Thanks.
>
> Heath Henderson
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