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Re: st: mlogit, bootstrap, mfx: "no observations"


From   "jean ries" <jean.ries.l@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: mlogit, bootstrap, mfx: "no observations"
Date   Fri, 25 Aug 2006 09:36:24 +0200

On 8/25/06, Guido Heineck <Guido.Heineck@gmx.net> wrote:
There is a reason for my need to bootstrap the standard errors: The covariates in local foo
(the ones I want to calculate the marginal effects for) are variables that are predicted from a
'first step' regression. My understanding is that I have to account for this but that estimating
robust standard errors may not be sufficient.
I wonder if in such a situation bootstrapping the second step is
sufficient. I think that you
should include the first step into the bootstrap as well.

jean
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