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st: Bootstrapping with ML

From   Robert Town <>
Subject   st: Bootstrapping with ML
Date   Fri, 19 Aug 2005 13:53:05 -0500

I used the Stata maximum likelihood (ml) routine to maximize a linear-form (lf) likelihood function that I wrote, using Stata 9.0 SE. The standard errors that Stata is reporting look off, so I am trying to bootstrap the maximum likelihood routine to obtain more robust standard errors.

I am not sure how to bootstrap the maximum likelihood routine. I tried "bs _b : ml maximize" but this gives an error message.

Does anyone have any experience bootstrapping the maximum likelihood routine for either Stata 8 or Stata 9? (I know that the bootstrap routine changed from 8 to 9, which is why I mention this.) If so, I would appreciate knowing how to do this.

Thanks for your help
Robert Town
Associate Professor
University of Minnesota
School of Public Health
Mayo Mail Code 729
420 Delaware St. SE
Minneapolis, MN 55455

612-626-4683 (phone)
612-624-2196 (fax)

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