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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 18:04:11 +0100

Thanks. My experiments indicate that neither the 
number of predictors nor the length of their names
are problematic here, at least with Stata/SE. I can't see 
what the problem is. Are your Stata executable and ados both fully
up-to-date? 

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

Rubiana Chamarbagwala
 
> The exact syntax I used was:
> 
> bootstrap "dprobit ftptw p_rate m_rate year88 year93 year99 hhchild 
> f_primary f_middle f_high f_college m_primary m_middle m_high 
> m_college
> workmom lnpced asset age agesq urban lowcaste muslim season2 season3 
> season4 male p_rate_male m_rate_male year88_male year93_male 
> year99_male
> hhchild_male f_primary_male f_middle_male f_high_male f_college_male 
> m_primary_male m_middle_male m_high_male m_college_male workmom_male
> lnpced_male asset_male age_male agesq_male urban_male lowcaste_male 
> muslim_male season2_male season3_male season4_male state1 
> state2 state3 
> state4
> state5 state6 state7 state8 state9 state10 state11 state12 state13 
> state14 state15 state16 state17 state18 state19 state20 
> state21 state22 
> state23 state24 state25 state26
> state27 state28 state30 state31" "_b[p_rate] _b[m_rate] 
> _b[p_rate_male] 
> _b[m_rate_male]", reps(1000) cluster(year_state)
> 
> 
> Nick Cox wrote:
> 
> >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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