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From |
"Michael Furukawa" <Michael.Furukawa@asu.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Bootstrap marginal effects for two-step IV |

Date |
Thu, 26 Jul 2007 11:37:26 -0700 |

Thanks for the helpful suggestions. I have tried your program exactly (on my own data) but get the following error message: 'r(mfx)' evaluated to missing in full sample r(322); Any thoughts on how to fix this? -----Original Message----- From: Austin Nichols [mailto:austinnichols@gmail.com] Sent: Wednesday, July 25, 2007 9:12 PM To: statalist@hsphsun2.harvard.edu Subject: Re: st: Bootstrap marginal effects for two-step IV Michael Furukawa <Michael.Furukawa@asu.edu>: The -bootstrap- help file is a good starting point--but you might also want to read "Instrumental variables, bootstrapping, and generalized linear models" by James Hardin, Henrik Schmiediche, and Raymond Carroll (see http://www.stata-journal.com/abstracts/st0049.pdf) Here's a fake example to get you started: use http://fmwww.bc.edu/ec-p/data/wooldridge/mroz.dta, clear g id=_n g frac=hours/52/100 cap prog drop myest prog myest, rclass reg educ age kidslt6 kidsge6 city moth fath cap drop r predict r, resid glm frac educ age kidslt6 kidsge6 city r, link(logit) fam(bin) mfx, var(educ) mat b=e(Xmfx_dydx) return scalar mfx=b[1,1] end bootstrap r(mfx), reps(20) cluster(id): myest On 7/25/07, Michael Furukawa <Michael.Furukawa@asu.edu> wrote: > Dear Statalisters: > > I am estimating a fractional logit with a continuous endogenous variable > by two-step IV estimation, following Wooldridge (2005) > > regress endog $rhs $iv, robust cluster(id) > predict r, resid > glm y $rhs endog r, link(logit) fam(bin) robust cluster(id) > mfx, var(endog) > > I am interested in bootstrapping the standard errors for the marginal > effects, can anyone share code that might do this? * * 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: Bootstrap marginal effects for two-step IV***From:*"Austin Nichols" <austinnichols@gmail.com>

**References**:**st: Bootstrap marginal effects for two-step IV***From:*"Michael Furukawa" <Michael.Furukawa@asu.edu>

**Re: st: Bootstrap marginal effects for two-step IV***From:*"Austin Nichols" <austinnichols@gmail.com>

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