[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Sara Mottram <s.mottram@cphc.keele.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 29 Feb 2008 15:43:32 +0000 |

Thank you to Maarten and Richard for their helpful comments. I now have the estimates of bias.

Best wishes,

Sara

Maarten buis wrote:

--- Sara Mottram <s.mottram@cphc.keele.ac.uk> wrote:

I am trying to get an estimate of bias in the regression coefficientsFirst, off all you are both bootstrapping 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

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/

-- Sara Mottram Research Assistant: Biostatistics Primary Care Musculoskeletal Research Centre Primary Care Sciences Keele University Staffordshire, ST5 5BG Tel: +44 (0) 1782 584711 Fax: +44 (0) 1782 583911 Email: s.mottram@cphc.keele.ac.uk * * 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/

**References**:**Re: st: -bs- with the xi: prefix and -gologit2-***From:*Maarten buis <maartenbuis@yahoo.co.uk>

- Prev by Date:
**st: Quantile question** - Next by Date:
**RE: st: ordered logit (was: marginal effects in random effects ordered probit using GLLAMM)** - Previous by thread:
**Re: st: -bs- with the xi: prefix and -gologit2-** - Next by thread:
**st: durbin-wu-hausman** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |