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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? * * 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/

**Follow-Ups**:**Re: st: RE: bootstrap coefficient standard errors***From:*Rubiana Chamarbagwala <rchamarb@indiana.edu>

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