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st: RE: Bootstrapping with ML

From   "Vivian Ho" <>
To   <>
Subject   st: RE: Bootstrapping with ML
Date   Sun, 21 Aug 2005 22:56:57 -0500

Oy.  He mentioned to me that he and Gautam were having problems with the
Whipple results before I left.  He said the SEs were blowing up.


-----Original Message-----
[] On Behalf Of Robert Town
Sent: Friday, August 19, 2005 1:53 PM
Subject: st: Bootstrapping with ML

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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