RE: st: how to do subsampling in stata

["Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>]

Phil,

I don't think that applies in this case: subsampling (not "subsampling bootstrap", though for all I know there might also be such a thing) is well established, as the references in Laszlo's post yesterday make clear:

	"The bootstrap and subsampling are powerful techniques for constructing confidence intervals. 	Subsampling works under weaker conditions and relies on simpler theory."
	http://normaldeviate.wordpress.com/2013/01/27/bootstrapping-and-subsampling-part-ii/

	Also see http://arxiv.org/abs/1204.2762 .

I had seen the same blog post and also wondered whether StataCorp, or some individual, were going to implement subsampling at some point.  (I'm not volunteering btw!)

--Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Phil Schumm
> Sent: 15 August 2013 18:12
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: how to do subsampling in stata
> 
> On Aug 15, 2013, at 11:45 AM, László Sándor <sandorl@gmail.com> wrote:
> > Or of course, if StataCorp reading this is confident about how easy the
> transition from -bsample- to -sample- would be for a clone of -bootstrap-
> 
> 
> 
> I'm not familiar with the literature on the subsampling bootstrap, so what I'm
> about to say may not entirely apply here.  However, it is worth noting that a lot
> of what StataCorp does is not simply implementing estimators and methods,
> but is making sure that the theory behind them is sound, and that the various
> things users might do once the method is implemented in Stata are reasonable.
> Thus, even though it might be fairly simple for a user to patch an existing
> command to accommodate a specific situation (for which they are willing to
> take full responsibility), it might take StataCorp longer to verify for themselves
> that the enhancement is really something with which they feel comfortable.
> 
> 
> -- 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/


----- 
Sunday Times Scottish University of the Year 2011-2013
Top in the UK for student experience
Fourth university in the UK and top in Scotland (National Student Survey 2012)


We invite research leaders and ambitious early career researchers to 
join us in leading and driving research in key inter-disciplinary themes. 
Please see www.hw.ac.uk/researchleaders for further information and how
to apply.

Heriot-Watt University is a Scottish charity
registered under charity number SC000278.


*
*   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/