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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 > > > * > * 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/ Alejandro Lopez-Feldman Ph.D. Candidate UC DAVIS Agricultural and Resource Economics * * 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/

**Follow-Ups**:**Re: st: Problem with seed and bootstrap***From:*Richard Williams <Richard.A.Williams.5@ND.edu>

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