Re: st: bootstrap with clustered data

[Stas Kolenikov <skolenik@gmail.com>]

Stata only needs the -newid- to identify the groups in passing to
-xtreg-, so it does not really matter how it is being numbered. Sure
enough, Stata does it the simplest way possible, and that is
consecutive from 1 to the total number of clusters. Trying to tweak
say the values from the original -idcode- runs the risk of gluing
clusters together, and consecutive numbers is a much safer option.
What matters is that all of the observations within the -newid-
cluster are exactly the same observations as in one, and only one, of
the original -idcode- clusters.

-- Stas Kolenikov, PhD, PStat (ASA, SSC)
-- Principal Survey Scientist, Abt SRBI
-- Opinions stated in this email are mine only, and do not reflect the
position of my employer
-- http://stas.kolenikov.name



On Thu, Jan 30, 2014 at 1:51 PM, Litovitz, Aviva <litovitz@prgs.edu> wrote:
> Statalist,
>
> I am using the -bootstrap- command with clustered data in Stata 10 and I want to make sure I understand the role of -idcluster()-.
>
> As a test of the -bootstrap- command, I am using an example I found in the archives (http://www.stata.com/statalist/archive/2006-11/msg00025.html):
>
>         . webuse nlswork
>         . bootstrap, seed(1234) cluster(idcode) idcluster(newid) : xtreg ln_w grade age*, i(newid) fe
>
> If I understand correctly, -cluster(idcode)- sets the cluster variable and -idcluster(newid)- generates a new value for "newid" each time a cluster is sampled by the bootstrap.  Yet when I look at "newid" values after the bootstrap is complete, each cluster is numbered consecutively, as if there were no changes to "newid" during the bootstrap process.  Because "idcode" has some missing values, "newid" does not generally match "idcode".
>
> Why do the values of "newid" not change in the dataset?
>
> Thanks for any help!
> Aviva
>
>
>
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