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From |
jpitblado@stata.com (Jeff Pitblado, Stata Corp.) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Bootstrap with strata option |

Date |
Wed, 25 Jun 2003 15:36:00 -0500 |

Donal O'Neill <doneill@may.ie> asks about the -bootstrap- command with the -strata()- option: > I have written a program which compares the wage distribution for black and > white workers in the U.S.. The program runs fine and I can calculate the > statistics I require. I now want to bootstrap some standard errors. If I > use the basic bootstrap command in Stata 8 : > > ... > > . bootstrap "racekern lhwage93 afqtpst race race2" p1=r(prop1), reps(10) > strata(race) > > command: racekern lhwage93 afqtpst race race2 > statistic: p1 = r(prop1) > > Bootstrap statistics Number of obs = 1370 > Number of strata = 2 > Replications = 10 > > ------------------------------------------------------------------------------ > Variable | Reps Observed Bias Std. Err. [95% Conf. Interval] > -------------+---------------------------------------------------------------- > p1 | 0 .6487096 . . . . (N) > | . . (P) > | . . (BC) > ------------------------------------------------------------------------------ > Note: N = normal > P = percentile > BC = bias-corrected > > insufficient observations to compute bootstrap standard errors > no results will be saved > r(2000); > > > I assume this means there are not enough (more than 1) values of the > statistic generated by the bootstrap command to calculate a standard error. > However I am confused as to why this is so. The program runs o.k with the > original sample sizes so it should also work with each of the 10 > bootstrapped samples, resulting in 10 observations. If I don't use the > strata option I get my 10 observations. Any suggestions would be welcomed. My guess is that -racekern- is somehow erring out with the stratified bootstrap samples. For each replication that this happens -bootstrap- will post missing values for the statistics. Donal will be able to see the error message produced by -racekern- for each replication by supplying -bootstrap- with the -noisily- option. If this doesn't identify the problem, I invite Donal to email me privately with the necessary files to reproduce the problem. --Jeff jpitblado@stata.com * * 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/

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