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/