Generalized bootstrapping as an alternative to classical weighting approaches

Some Stata commands do not accept (sampling) weights, which limits their applicability, particularly when working with survey data. As an alternative that can be used with any command, we propose generalized bootstrapping. Unlike the conventional bootstrap, in which each observation has an equal probability of being selected into a resample, generalized bootstrapping incorporates sampling weights, resulting in unequal probability sampling (UPS). We introduce the new command gbs, which implements generalized bootstrapping in Stata. Several examples illustrate its use, and a simulation study evaluates how well the command performs in comparison to standard sampling approaches.