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Re: st: RE: bootstrap coefficient standard errors


From   Rubiana Chamarbagwala <rchamarb@indiana.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: bootstrap coefficient standard errors
Date   Mon, 25 Apr 2005 10:29:47 -0500

Nick - thanks for the information. Here is the syntax I used.
(1) bootstrap "dprobit y x1 x2 x3 x4 x5" "_b[x1] _b[x2]", reps(1000) cluster(x6) -- this worked.

(2) bootstrap "dprobit y x1 x2 x3 x4 x5 x7 x8 x9 x10 ... x50" "_b[x1] _b[x2]", reps(1000) cluster(x6) -- this returned "invalid syntax".

The variables in (2) above include dummies and interctions with dummies.

Nick Cox wrote:


-whelp limits- indicates various limits.
It is always worth including examples of the invalid syntax you used.
I doubt that the explanation of your problem lies in the direction you are looking. The error message you got would be normally be produced well before trying to apply the -regress-
command. However, without indications of what you actually typed it is difficult to help further.
Nick n.j.cox@durham.ac.uk
Rubiana Chamarbagwala



Hi - I am trying to estimate a probit model with lots of independent variables and estimate bootstrapped standard errors for 4 variables. Stata keeps returning "invalid syntax" when I include all the independent variables. However, when I include only a few variables, it works. Does anyone know whether or not there is a limit to the number of variables one can include in a regression when one uses the bootstrap command?

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--
Rubiana Chamarbagwala
Assistant Professor
Department of Economics
Indiana University
100 S. Woodlawn
Bloomington, IN 47405
rchamarb@indiana.edu
http://mypage.iu.edu/~rchamarb


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