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


From   "Guido Heineck" <Guido.Heineck@gmx.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: mlogit, bootstrap, mfx: "no observations"
Date   Fri, 25 Aug 2006 11:24:01 +0200

Jean,

thank you again for your comments. 

I was imprecise: I do not use predicted values from a regression but rather calculate/generate them on basis of coefficients I have from another paper (and I am well aware of the limitations of doing so).

In particular: I have self-reported height and weight and follow a procedure as proposed by Cawley and Burkhauser (2006). They have validation data to correct for the self-reporting bias and provide prediction equations which can be 'transported' to other data sets that include only self-reported indicators, as in my case.

So, I just cannot use bootstrapping in the 'first step' since this is merely addition/multiplication.

Anyway, another strange phenomenon showed up: 
I experimented a bit with decreasing the number of bs-replications. Now, following the estimation of the model without bootstrapping, my code works fine with both 10 and 50 replications?! 100 reps is still running - gosh, is this slow! - so I cannot tell yet. I have no idea what's going on, but since the results look plausible I'm tempted to ignore this first weird behaviour and use what I get.

Best, Guido

Cawley, J. and R. Burkhauser, 2006, Beyond BMI: The value of more accurate measures of fatness and obesity in social science research, NBER Working Paper No. 12291.



-- 
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Guido Heineck
University of Erlangen-Nuremberg
Department of Economics
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fon: +49-(0)911-5302-260
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ENER - European Network
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