Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Bootstrapping weighted glm regression


From   Stephen Amrock <[email protected]>
To   [email protected]
Subject   st: Bootstrapping weighted glm regression
Date   Wed, 21 Aug 2013 09:07:10 -0400

Hi,

I'm conducting survival analysis using inverse probability weighting
(IPW) (i.e., stabilized weights generated from propensity scores). I'm
hopeful someone will be able to help with some guidance regarding
Stata's (1) weighting; and (2) bootstrap features. It appears that
bootstrap never can work with weighted data. Is there a workaround for
this?

Stata, for example, can compute:

glm [outcome] [treatment], family(binomial) link(log) eform vce(boot,
r(1000) nodots)

but can NOT perform bootstrapping for the following:

glm [outcome] [treatment] [pw=weight], family(binomial) link(log)
eform vce(boot, r(1000) nodots)

Any advice would be much appreciated, since Statalist archives I've
found deal with complex survey sampling (i.e., BRR).

Thanks and best wishes,
Steve
*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index