Economics at your fingertips  

Resampling variance estimation for complex survey data

Stanislav Kolenikov ()

Stata Journal, 2010, vol. 10, issue 2, 165-199

Abstract: In this article, I discuss the main approaches to resampling variance es- timation 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. Copyright 2010 by StataCorp LP.

Keywords: bsweights; balanced repeated replication; balanced bootstrap; bootstrap; complex survey data; Hadamard matrix; half-samples; jackknife; re- sampling; weighted bootstrap; mean bootstrap (search for similar items in EconPapers)
Date: 2010
Note: to access software from within Stata, net describe
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (33) Track citations by RSS feed

Downloads: (external link)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This journal article can be ordered from

Access Statistics for this article

Stata Journal is currently edited by Nicholas J. Cox and Stephen P. Jenkins

More articles in Stata Journal from StataCorp LP
Bibliographic data for series maintained by Christopher F. Baum () and Lisa Gilmore ().

Page updated 2023-06-15
Handle: RePEc:tsj:stataj:v:10:y:2010:i:2:p:165-199