Home
Home  >>  Archives  >>  Volume 10 Number 2  >>  st0187

The Stata Journal
Volume 10 Number 2: pp. 165-199



Subscribe to the Stata Journal
cover

Resampling variance estimation for complex survey data

Stanislav Kolenikov
University of Missouri
Columbia, MO
kolenikovs@missouri.edu
Abstract.  In this article, I discuss the main approaches to resampling variance estimation in complex survey data: balanced repeated replication, the jackknife, and the bootstrap. Balanced repeated replication and the jackknife are implemented in the Stata svy suite. The bootstrap for complex survey data is implemented by the bsweights command. I describe this command and provide working examples.

Editors’ note. This article was submitted and accepted before the new svy bootstrap prefix was made available in the Stata 11.1 update. The variance estimation method implemented in the new svy bootstrap prefix is equivalent to the one in bs4rw. The only real difference is syntax. For example,
  . bs4rw, rw(bw*): logistic highbp height weight age female [pw=finalwgt]
is equivalent to
  . svyset [pw=finalwgt], vce(bootstrap) bsrweight(bw*)
  . svy: logistic highbp height weight age female
Similarly, the example using mean bootstrap replicate weights,
  . local mean2fay = 1-sqrt(1/10)
  . svyset [pw=finalwgt], vce(brr) brrweight(bw*) fay(`mean2fay┬┤)
  . svy: logistic highbp height weight age female
is equivalent to
  . svyset [pw=finalwgt], vce(bootstrap) bsrweight(bw*) bsn(10)
  . svy: logistic highbp height weight age female
The weights created by the bsweights command discussed in this article are equally applicable with the bs4rw command and with the new vce(bootstrap) and bsrweight() options of svy and svyset.
Terms of use     View this article (PDF)

View all articles by this author: Stanislav Kolenikov

View all articles with these keywords: bsweights, balanced repeated replication, balanced bootstrap, bootstrap, complex survey data, Hadamard matrix, half-samples, jackknife, resampling, weighted bootstrap, mean bootstrap

Download citation: BibTeX  RIS

Download citation and abstract: BibTeX  RIS

Contact StataCorp

Contact service@stata-journal.com if you have questions about the Stata Journal.

© Copyright 2001–2014 StataCorp LP.   Terms of use.   Privacy policy.