Bootstrap with survey weights

optimagic-dev / optimagic

optimagic is a Python package for numerical optimization. It is a unified interface to optimizers from SciPy, NlOpt and other packages. optimagic's minimize function works just like SciPy's, so you don't have to adjust your code. You simply get more optimizers for free. On top you get diagnostic tools, parallel numerical derivatives and more.

https://optimagic.readthedocs.io/

MIT License

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Bootstrap with survey weights #486

Open alanlujan91 opened 9 months ago

alanlujan91 commented 9 months ago

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 commented 9 months ago

My attempt to add this feature is in #485