Sampling with replacement and creating a new variable

[Suhail Doi]

Dear All,

If you take this data:

* Example generated by -dataex-. For more info, type help dataex
clear
input float(grp y)
1 107
1 115
1 132
1 118
1 151
2 219
2 287
2 212
2 235
2 241
2 280
3 333
3 321
3 372
3 316
3 345
3 338
end

then run

mata: mata clear
putmata y
putmata grp
mata: 
  rseed(87654321)
  yrows = rows(y)
  grpn = _mm_panels(grp)   
  grpn
  index = mm_sample(.,grpn)  
  ywr = y[index[,1],1]
end
getmata ywr
list, sep(0)

We get a new var (ywr) that samples y with replacement within its group and puts the new values in ywr. I would like to sample with replacement from group 3 only and place the new values in ywr for all y across all groups (or irrespective of group).

Any ideas how the code could be modified to do this?

Many thanks

Suhail

[Daniel Schaefer]

Just at a glance, it looks like mm_sample() comes from the moremata package on github. It looks like there are a few different arguments you can give the function to get different results. You might want to read the help file for mm_sample() to figure out what arguments it needs for sampling irrespective of group.

[George Ford]

resample might work, but pretty limited and dated.

[Suhail Doi]

Thanks Daniel, I looked it up and edited as follows:

mata: mata clear
putmata y
putmata grp
mata:
  rseed(87654321)
  yrows = rows(y)
  grpn = _mm_panels(grp)  
  grpn
  index = mm_sample((0\0\yrows),grpn)  
  ywr = y[index[,1],1]
end
getmata ywr
list, sep(0)

It now delivers what is needed

Many thanks

Suhail

NB post edited

[Suhail Doi]

Thanks George, but resample has the same problem - I cannot resample from a group to the whole dataset otherwise resample would have been perfect. It just resamples within the same group. For example:

resample y if grp==3

will only resample within group 3

Many thanks

Suhail

[Suhail Doi]

I found that adding "sort grp" is very important (in this case the grp variable was already sorted) but for other readers I am just stating this here as well, so the code will be

sort grp
mata: mata clear
putmata y
putmata grp
mata: 
  rseed(888)
  yrows = rows(y)
  grpn = _mm_panels(grp)   
  grpn
  index = mm_sample((0\0\yrows),grpn)  
  ywr = y[index[,1],1]
end
getmata ywr
list, sep(0)

Thanks
Suhail

[George Ford]

I've never been happy with Stata's bootstrap/resample commands. Eviews has a really convenient command that let's you resample a variable with "if", block, N, and so forth.

This is a kluge but may work for you within a loop.

clear all

sysuse auto, clear

reg mpg weight foreign

preserve
    keep if foreign
    gsample 74
    mkmat weight , matrix(W)
restore
svmat W

reg mpg W1 foreign

[Suhail Doi]

Thanks George. That is a very interesting code and didn't know that there was a wrapper for mm_sample().

[George Ford]

I just ran across it trying to replicate something in R. It's handy. Still, I wish I could :

egen mpg_b = resample(mpg) [ , noreplace block(#) n(#) by(varname) weight(varname) ]