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st: Bootstrapping with ML


From   Robert Town <rjtown@umn.edu>
To   statalist@hsphsun2.harvard.edu
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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