Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: bootstrap a two-step regression


From   "Guanghui Li" <guanghui@u.washington.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: bootstrap a two-step regression
Date   Wed, 5 Feb 2003 19:34:28 -0800

Dear all,
I am wondering how bootstrap works with a two-step regression such as
heckman.

Suppose that I want to run the following model using bstrap.

heckman wage educ age, select(married children educ age)

Wage is missing in some cases and we suspect that there is a selection
problem.

Suppose that we have 5 observations in total

wage   married

.              1
1             1
2             0
3             0
4             0

My understanding on how it works is that Bstrap would randomly select 5
observations with replacement and we may end up having a sample that looks
like the following

wage   married

.              1
1             1
1             1
3             0
4             0

or

wage   married

.              1
.              1
1             1
3             0
4             0

Due to the random nature of this sample selection, we may have different
number of observations for the main equation each time a random sample is
selected.

Did I understand the bstrap procedure correctly? Is it applicable to a
two-step estimation?
Is this something that should be concerned about?

Thank you in advance for your comments and explanations.

Guanghui Li











*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index