|From||Robert Town <email@example.com>|
|Subject||st: Bootstrapping with ML|
|Date||Mon, 22 Aug 2005 16:30:36 -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.Thanks again for your help ---
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.