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st: RE: Bootstrapping with ML


From   "Vivian Ho" <vho@rice.edu>
To   <statalist@hsphsun2.harvard.edu>
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.

Duckie

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Robert Town
Sent: Friday, August 19, 2005 1:53 PM
To: statalist@hsphsun2.harvard.edu
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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