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Bootstrap with survey weights

Open alanlujan91 opened this issue 11 months ago • 1 comments

  • estimagic version used, if any: dev (main branch)
  • Python version, if any: 3.10
  • Operating System: Windows

What would you like to enhance and why? Is it related to an issue/problem?

Survey data often comes with weights variables that represent frequency of observation. (see SCF https://www.federalreserve.gov/econres/scfindex.htm)

Describe the solution you'd like

Bootstrapping from survey data should allow weights to affect sample. Frequency weights should determine relative probabilities.

alanlujan91 avatar Mar 04 '24 22:03 alanlujan91

My attempt to add this feature is in #485

alanlujan91 avatar Mar 04 '24 22:03 alanlujan91