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From |
Tak Wai Chau <tchau@troi.cc.rochester.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: A question about bootstrap |

Date |
Tue, 10 Aug 2004 22:18:13 +0800 |

Dear all,

I have some questions in using bootstrap in my task.

I would like to estimate labor supply equations of husbands and wives. (One for husbands, one for wives) I am going to use a two-step procedure. First, I estimate the husband's and wife's wage equations on instruments by OLS. Second, I estimate jointly the husband's and wife's labor supply equations with Maximum Likelihood (using the predicted wages in the first step). For this step, I am going to use the ml commands.

I would like to use bootstrap to obtain the standard errors or confidence interval of parameters of the labor supply equation (reduced form) and some non-linear functions of these parameters. I want to do this because I don't know how to adjust standard error for the first stage estimation, and also approximation for standard errors may be poor for non-linear functions of parameters.

The data is from a cross-sectional data so IID can be assumed.

I have the following questions in actually carrying out the above estimation.

1. Is my understanding of the use of bootstrap correct? Any special thing I should take care in my case?

2. I know there is a bootstrap command in Stata. Can it be used to do bootstrap in a two-stage process?

3. How can I obtain the standard error/confidence interval estimates from bootstrap of a non-linear function of parameter in Stata?

Thank you very much in advance!

Regards,

Tak-wai Chau

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