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| From | László Sándor <sandorl@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: how to do subsampling in stata |
| Date | Wed, 14 Aug 2013 13:43:23 -0400 |
Thanks, Phil. I am not sure I'd venture to hack -bootstrap- with replacing -bsample- with -sample- on my own, while I think its MP optimization and other features make the -bootstrap- prefix preferable to one's own implementations of loops of -bsample-. That said, if "no replacement" is indeed not in -bootstrap-, it won't be added any time soon, so there is nothing but the manual loops… But I forgot link to one existing Statalist entry on subsampling from 4 (!) years ago already citing prestigious (though admittedly recent) literature suggesting subsampling could be a good idea — e.g. for matching estimators which were perhaps the biggest novelty in Stata 13. So, where is the subsampling? http://www.stata.com/statalist/archive/2009-04/msg00920.html Thanks! Laszlo On Wed, Aug 14, 2013 at 1:33 PM, Phil Schumm <pschumm@uchicago.edu> wrote: > On Aug 14, 2013, at 11:15 AM, Phil Schumm <pschumm@uchicago.edu> wrote: >> On Aug 14, 2013, at 10:58 AM, László Sándor <sandorl@gmail.com> wrote: >>> I wonder why I found no comments, help files, FAQs, list entries on subsampling implemented in Stata. Isn't one of the sampling-bootstrapping commands fit to that too? Is the sampling without replacement the biggest difficulty? >>> >>> I would have thought a simple option could have been added to -bootstrap- long ago to achieve this. >>> >>> Or am I overlooking another simple solution? >> >> >> I don't understand your question, but -search sample- brings up -bsample-, which is used by -bootstrap-. > > > I'm sorry -- I read too quickly. The command -sample- will draw samples without replacement, which you could use to construct the CI referenced in your post. > > > -- Phil > > > * > * 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/ * * 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/