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RE: st: RE: bootstrap coefficient standard errors


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: bootstrap coefficient standard errors
Date   Mon, 25 Apr 2005 17:14:03 +0100

If you did in fact type 

... 

as part of your command then that is invalid 
syntax. If you didn't type that, then the 
same comment applies: we need to see _exactly_ what you 
typed.  

Nick 
n.j.cox@durham.ac.uk 

Rubiana Chamarbagwala
 
> 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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