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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: bs problems |

Date |
Tue, 22 Jul 2003 19:29:38 -0500 |

Jun Xu <mystata@hotmail.com> asks why sometimes the observed number of replications is less than the requested: > Thanks for Stata Corp people (Jeff) responding to my problem. I would be > interested in knowing when the update will be realized. The fix to -bootstrap- is in the wings for the next ado-update. > One more problem, why the reps(30) I specified is not consistent with the > number under the Reps column (22) (as well as the matrix e(reps)? Also, > though the ereturn can be modified to have the e(size) something like that, > is that possible you could add the size return matrix too for next update? > Really appreciate. I'll answer the second question first. Jun Xu can save the estimation sample size by including it on the list of expressions to bootstrap. For example, . bootstrap "logit ..." _b size=e(N), ... ^^^^^^^^^ There are two reasons why the observed number of replications for a given bootstrapped statistic may be different (less than) the number of requested replications: 1. The expression cannot be calculated after the command is executed using some of the bootstrap data sets. 2. The command failed for some of the bootstrap data sets. I believe it is the second that Jun Xu is observing. Some of the logistic regressions are failing because -bootstrap- is supplying -logit- with a dependent variable that is either all 0's or all 1's. The following code will reproduce this behavior: . sysuse auto, clear . keep in -25/l . tabulate for . set seed 1234 . bootstrap "logit for mpg" _b size=e(N), reps(30) size(20) Using the auto data, I remove all but the last 25 observations. The -tabulate- command shows that only 3 out of the 25 cars are Domestic. It is probable that a bootstrap sample from this data set will result in only Foreign cars, even more so if we only randomly sample 20 of the 25 cars. The -noisily- option will display the output from -logit- for each bootstrap sample. When this option is given, -bootstrap- will also output a message indicating that is will be posting missing values when either (1) or (2) above occurs. A log from the above commands follow: ***** BEGIN: log . sysuse auto, clear (1978 Automobile Data) . keep in -25/l (49 observations deleted) . tab for Car type | Freq. Percent Cum. ------------+----------------------------------- Domestic | 3 12.00 12.00 Foreign | 22 88.00 100.00 ------------+----------------------------------- Total | 25 100.00 . set seed 1234 . bootstrap "qui logit for mpg" _b size=e(N), reps(30) size(20) noi bootstrap: First call to (qui logit for mpg) with data as is: . qui logit for mpg bootstrap header: command: qui logit for mpg statistics: b_mpg = _b[mpg] b_cons = _b[_cons] size = e(N) 30 calls to (qui logit for mpg) with bootstrap samples: . qui logit for mpg . qui logit for mpg captured error running (qui logit for mpg), posting missing values . qui logit for mpg . qui logit for mpg captured error running (qui logit for mpg), posting missing values . qui logit for mpg . qui logit for mpg . qui logit for mpg captured error running (qui logit for mpg), posting missing values . qui logit for mpg . qui logit for mpg . qui logit for mpg captured error running (qui logit for mpg), posting missing values . qui logit for mpg . qui logit for mpg . qui logit for mpg captured error running (qui logit for mpg), posting missing values . qui logit for mpg . qui logit for mpg . qui logit for mpg . qui logit for mpg . qui logit for mpg . qui logit for mpg . qui logit for mpg . qui logit for mpg . qui logit for mpg . qui logit for mpg . qui logit for mpg . qui logit for mpg . qui logit for mpg . qui logit for mpg . qui logit for mpg . qui logit for mpg . qui logit for mpg Bootstrap statistics Number of obs = 25 Replications = 30 ------------------------------------------------------------------------------ Variable | Reps Observed Bias Std. Err. [95% Conf. Interval] -------------+---------------------------------------------------------------- b_mpg | 25 .1438087 .1078638 .198525 -.2659268 .5535442 (N) | .0174609 .890745 (P) | .0174609 .5159226 (BC) b_cons | 25 -1.241594 -2.21652 4.356838 -10.23366 7.750477 (N) | -18.76268 1.817488 (P) | -8.075786 1.817488 (BC) size | 25 25 -5 0 25 25 (N) | 20 20 (P) | . . (BC) ------------------------------------------------------------------------------ Note: N = normal P = percentile BC = bias-corrected ***** END: log --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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