st: Bootstrapping with ML

[Robert Town <rjtown@umn.edu>]

I am posting another message about the same subject as below with 
additional information. Sorry for the additional posting on the same 
subject. However, I heard from a friend on this list that I should be 
more specific with the type of error message that I am getting.

With Stata 8.2, the command

>>  bs "ml maximize" "_b[patient][age]"

gives the following error message

>> invalid syntax
>> error in statistic: _b[patient][age]
>> r(198);


With Stata 9.0, the command

>> bootstrap: ml maximize

gives the following error message.

>> variable maximize not found
>> an error occurred when bootstrap executed mlogit
>> r(111);

If anybody knows how to bootstrap maximum likelihood, I would really 
appreciate hearing from you.


My earlier message:


> 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 again 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)

*
*   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/