Is it correct to use the svy brr syntax with bootstrap weights and svy bootstrap syntax with brr weights? This 2006 post states that it is possible, but not whether it is correct.
https://www.stata.com/statalist/arch.../msg00734.html
This simple demonstration based on the Stata help files shows that the two methods yield identical standard errors up to 24 decimal places. But since there are separate syntax statements for the two methods, I wonder if there are instances where they would yield different results for the same data.
Code:
. use http://www.stata-press.com/data/r15/nhanes2brr
. svyset [pweight = finalwgt], brrweight(brr_1-brr_32) vce(brr)
pweight: finalwgt
VCE: brr
MSE: off
brrweight: brr_1 .. brr_32
Single unit: missing
Strata 1: <one>
SU 1: <observations>
FPC 1: <zero>
. svy, nodots: mean height
Survey: Mean estimation Number of obs = 10,351
Population size = 117,157,513
Replications = 32
Design df = 31
--------------------------------------------------------------
| BRR
| Mean Std. Err. [95% Conf. Interval]
-------------+------------------------------------------------
height | 168.4599 .14663 168.1608 168.7589
--------------------------------------------------------------
. display %36.24f _se[height]
0.146629979913073582586946
.
. svyset [pweight = finalwgt], bsrweight(brr_1-brr_32) vce(bootstrap)
pweight: finalwgt
VCE: bootstrap
MSE: off
bsrweight: brr_1 .. brr_32
Single unit: missing
Strata 1: <one>
SU 1: <observations>
FPC 1: <zero>
. svy, nodots: mean height
Survey: Mean estimation Number of obs = 10,351
Population size = 117,157,513
Replications = 32
--------------------------------------------------------------
| Observed Bootstrap Normal-based
| Mean Std. Err. [95% Conf. Interval]
-------------+------------------------------------------------
height | 168.4599 .14663 168.1725 168.7473
--------------------------------------------------------------
. display %36.24f _se[height]
0.146629979913073582586946
.
. **********************************************************************
.
. use http://www.stata-press.com/data/r15/nmihs_bs, clear
. svyset [pweight = finwgt], brrweight(bsrw1-bsrw1000) vce(brr)
pweight: finwgt
VCE: brr
MSE: off
brrweight: bsrw1 .. bsrw1000
Single unit: missing
Strata 1: <one>
SU 1: <observations>
FPC 1: <zero>
. svy, nodots: mean birthwgt
Survey: Mean estimation Number of obs = 9,946
Population size = 3,895,562
Replications = 1,000
Design df = 999
--------------------------------------------------------------
| BRR
| Mean Std. Err. [95% Conf. Interval]
-------------+------------------------------------------------
birthwgt | 3355.452 6.520637 3342.657 3368.248
--------------------------------------------------------------
. display %36.24f _se[birthwgt]
6.520636700651118999871869
. svyset [pweight = finwgt], bsrweight(bsrw1-bsrw1000) vce(bootstrap)
pweight: finwgt
VCE: bootstrap
MSE: off
bsrweight: bsrw1 .. bsrw1000
Single unit: missing
Strata 1: <one>
SU 1: <observations>
FPC 1: <zero>
. svy, nodots: mean birthwgt
Survey: Mean estimation Number of obs = 9,946
Population size = 3,895,562
Replications = 1,000
--------------------------------------------------------------
| Observed Bootstrap Normal-based
| Mean Std. Err. [95% Conf. Interval]
-------------+------------------------------------------------
birthwgt | 3355.452 6.520637 3342.672 3368.233
--------------------------------------------------------------
. display %36.24f _se[birthwgt]
6.520636700651118999871869
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