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Re: st: Problem with seed and bootstrap


From   "feldman" <feldman@primal.ucdavis.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Problem with seed and bootstrap
Date   Fri, 16 Sep 2005 15:52:22 -0700

Thank you very much Gary. -Sort- was creating the problem
and the option -stable- solved it. 

Alejandro 

----- Original Message Follows -----
From: Gary Longton <glongton@fhcrc.org>
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Problem with seed and bootstrap
Date: Fri, 16 Sep 2005 14:12:02 -0700

> Alejandro wrote:
> 
> > I have a problem with a program that I wrote. For some
> > reason I can't replicate my standard errors results when
> > using bootstrap. I guess something is missing in the ado
> > that I wrote but I can't figure what it is. The program
> > is defined as eclass and the matrices b and V seem to be
> > working. 
> > 
> > If I run the following do file 
> > 
> > set seed 345478595
> > bs "myprogram x y z" _b
> > set seed 345478595
> > bs "myprogram x y z" _b
> > 
> > I get different standard errors each time. The same
> > happens when I use the syntax for Stata 9 (altough for
> > some reason it doesn't like the _b...).
> > 
> > bs x y z, seed(345478595):myprogram x y z
> > bs x y z, seed(345478595):myprogram x y z
> > 
> > Any ideas?
> 
> Alejandro,
> 
> An idea, though it may not be the problem in your
> particular program.
> 
> I have, on a couple of occasions, run into a
> reproducibility problem  running simulations (given
> identical starting seed as in your case) -  though I would
> expect that the same problem might occur with -bootsrap- 
> under otherwise similar circumstances.
> 
> The problem has occurred in situations where the (1)
> calculation of  results in the program, for a given sample
> , depend in some way on sort  order, AND (2) when there is
> a -sort- or -bysort- in the program on a  variable or
> combination of variables that doesn't uniquely distinguish
> observations.  I.e., apparently there is some variability
> in the result  of a -sort- on the same dataset when the
> values of the sort variables  don't completely distinguish
> individual observations.
> 
> I've gotten around this by defining a unique observation
> identifier and  including it as the last variable in the
> sort.  I suspect this may also  be the purpose of the
> -stable- option to -sort-, though I have not tried  this
> as a solution in the situations where it has been a
> problem (I did  not notice the -stable- sort option until
> sometime after dealing with  the reproducibility problem).
> 
> - Gary
> 
> 
> *
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Alejandro Lopez-Feldman
Ph.D. Candidate
UC DAVIS
Agricultural and Resource Economics
*
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