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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: -bs- with the xi: prefix and -gologit2- |

Date |
Fri, 29 Feb 2008 14:30:12 +0000 (GMT) |

--- Sara Mottram <s.mottram@cphc.keele.ac.uk> wrote: > I am trying to get an estimate of bias in the regression coefficients > from a partial proportional odds model that I have fitted using > -gologit2-. A colleague tells me that she has previously obtained an > estimate of bias from the -logit- function using -bs- in Stata 7. I > can replicate this (with -logit-) as long as I don't have any > indicator variables (i.e. I don't use the xi: prefix) in Stata 9.2. > However, the output I get when I use -bs- with -gologit2- doesn't > make much sense, I get too many sets of coefficients (5, when I only > 3 levels to my dependent variable - see output below). > > . bs "gologit2 cohortsev agegrp1 agegrp2 agegrp3 gender ass_4 rad_k > ffdef knflex, npl(gender)" _b _se First, off all you are both bootstrapping the regression coefficients and their parametrically estimated standard error (you are computing the standard error of the standard error). This is legal (the standard error is an estimate so there will be sampling error around that estimate as well), but I don't think that that is what you want, which may explain why you get "too many sets of coefficients". To avoid estimating the standard error of the standard error you will have to remove _se from the command. Second, you do not need to use -bs- if you want to see the bias. You can see the bias after the -bootstrap- command by typing -estat bootstap- after you have used -bootstrap-. So this way you can use the more up to date implementation of the bootstrap. Third, just as the standard error is an estimate and has itself a standard error, so does the bias, and Efron and Tibshirani (1993, pp. 138) warn that the uncertainty around the bias can be large. So, be careful. Hope this helps, Maarten Bradley Efron and Robert J. Tibshirani (1993) An Introduction to the Bootstrap. Chapman & Hall/CRC. ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- __________________________________________________________ Sent from Yahoo! Mail. A Smarter Inbox. http://uk.docs.yahoo.com/nowyoucan.html * * 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: -bs- with the xi: prefix and -gologit2-***From:*Sara Mottram <s.mottram@cphc.keele.ac.uk>

**References**:**st: -bs- with the xi: prefix and -gologit2-***From:*Sara Mottram <s.mottram@cphc.keele.ac.uk>

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