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Re: st: Bootstrap command when used with cluster and strata options
From
[email protected] (Jeff Pitblado, StataCorp LP)
To
[email protected]
Subject
Re: st: Bootstrap command when used with cluster and strata options
Date
Thu, 24 Oct 2013 13:54:43 -0500
Chris Frost <[email protected]> is using -bootstrap- with options
-strata()-, -cluster()- and -idcluster()-, and noticed that the new cluster
variable repeates ID values (starting from 1) between the strata:
> I think that there is a problem with the bootstrap command when used in
> conjunction with the "cluster" and "strata" options. The problem arises
> because the command "bootstrap, strata(group) cluster(id) idcluster(newid)
> ....." creates a variable "newid" which is only unique (at the cluster
> level) within each strata. For example if there are 1000 subjects (with
> multiple measures per subject) each with a unique id but in two equal size
> groups the above command will result in each bootstrap sample having only
> 500 values of newid with subjects being erroneously paired up: this will
> lead to incorrect variance estimates with a command such as
>
> . bootstrap, strata(group) cluster(id) idcluster(newid):
> mixed outcome i.group || newid:
>
> Am I correct? Can this be fixed?
Austin Nichols <[email protected]> verified this, and pointed out that
-bsample- is the command that is producing the new cluster id variable.
Jeph Herrin <[email protected]> ran across this behavior in a reply to a
Statalist thread earlier this year. Sorry I missed that thread Jeph.
The documentation for -idcluster()- for -bsample- says:
idcluster(newvar) creates a new variable containing a unique
identifier for each resampled cluster.
This description agrees with Chris's expectation. As such, we will update
-bsample- to behave as expected.
--Jeff
[email protected]
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