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st: BOOTSTRAP and pweights


From   <SABRINA.DIADDARIO@bancaditalia.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: BOOTSTRAP and pweights
Date   Fri, 9 Mar 2007 12:58:03 +0100

Hi all, 

I am trying to use bootstrap now (rather than jackknife) to do the same
as before:

biprobit  (y1= x2 y1 y2 u1) (y2 = x2 z2) [pweight=weight], robust
cluster(clusty)

I tried several specifications - none of which worked:

1) biprobit (y1=x1 x2 y2 u2) (y2 = x2 z2), ///
		vce(bootstrap [pweight=weight]) cluster(clusty)

2) biprobit (y1=x1 x2 y2 u2) (y2 = x2 z2) [pweight=weight], ///
		vce(bootstrap) cluster(clusty)

3) bootstrap, reps(100) seed(1): biprobit (y1=x1 x2 y2 u2) (y2 = x2 z2)
[pweight=weight],///      		robust cluster(slnew)

Is there a similar problem as in jakknife in bootstrap too or there is
another way of writing the syntax? Or, more simply, bootstrap does not
allow pweights?

Thanks, 
Sabrina


Sabrina Di Addario 
Economic Research Unit - BANK OF ITALY - Sede di Roma - 
Via XX Settembre, 97/e  00187 Rome (Italy) 
* (+39) 06 47 92 34 58 Fax +39 06 47 92 53 51
* E-mail: sabrina.diaddario@bancaditalia.it 

 


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jeff
Pitblado,StataCorp LP
Sent: Wednesday, March 07, 2007 6:14 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: jackknife and pweights 

Sabrina Di Addario <SABRINA.DIADDARIO@bancaditalia.it> is using
-pweight-s and
-vce(jackknife)- with the seemingly unrelated bivariate probit model:

> I am using the jackknife method to compute the SE of this biprobit:
> 
> biprobit  (y1= x2 y1 y2 u1) (y2 = x2 z2) [pweight=weight], robust
> cluster(clusty).
> 
> But, writing:
> 
> biprobit  (y1=x1 x2 y2 u2) (y2 = x2 z2) [pweight=weight],
vce(jackknife)
> robust cluster(clusty)
> 
> gives the error-message: 
> (running biprobit on estimation sample)
> varlist not allowed
> an error occurred when jackknife executed biprobit
> r(101);
> 
> which disappears only if I eliminate [pweight=weight]: that is, I do
get
> results for:
> biprobit  (y1=x1 x2 y2 u2) (y2 = x2 z2), vce(jackknife) robust
> cluster(clusty)
> 
> doe sit mean that I cannot use pweights or is there a way to put them
> somewhere else in the command? 
> If not, can I do this time of estimation with some other command
(e.g.,
> bootstrap) supporting  the cluster, robust and pweight options?

Sabrina found a parsing error in -jackknife- that is caused by the
multi-equation specification of the SU biprobit syntax.

The fix for this will be available in an upcoming ado-file update.

In the mean time, Sabrina can specify the -pweight-s inside the -vce()-
option
(an undocumented feature).

	biprobit (y1=x1 x2 y2 u2) (y2 = x2 z2), ///
		vce(jackknife [pweight=weight]) cluster(clusty)

--Jeff
jpitblado@stata.com
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