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st: RE: RE: bootstrap fails with qreg


From   "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: bootstrap fails with qreg
Date   Wed, 3 Sep 2008 13:14:43 -0500

Thanks Nick, Maarten -

I'm still curious why we need a special command to run -qreg- with
bootstrapping, when  -bs- seems to work for plenty of other estimation
commands. 

Al

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: Wednesday, September 03, 2008 12:41 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: bootstrap fails with qreg

Among other details, Alan speculated whether -qreg- has changed since
that used in STB-9 (which was in 1992). 

That would not be totally surprising -- I suspect that there is a lot of
old code in Stata that still works fine -- but 

. viewsource qreg.ado 

removes all uncertainty. -qreg- itself was last touched in 2007. I can't
speak for -_qreg- which is part of the executable. 

Nick
n.j.cox@durham.ac.uk 

Feiveson, Alan H.

I tried to get bootstrapped standard errors with median regression by
using the -bs- command. The regression appears to run through all the
iterations, but at the end ,there seems to be a problem in collecting
all the estimates to get the bootstrapped standard error. I notice that
Bill Gould has provided code in STB-9 (sg11_1.ado) to do this, but this
is from some years ago and the -qreg- version that it uses might not be
the one we now have with Stata 10.1. So my questions are
1) Is sg11-1.ado still the best way to do this ,other than bootstrapping
by hand with -bsample-? 
2) Is there a workaround using the current Stata 10.1 cabilities? 
3) Can this be done with cluster sampling? 
4) I'm curious - what is the reason for the failure (see below)?

. bs: qreg z4 zrs0
(running qreg on estimation sample)

Bootstrap replications (50)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
..................................................    50

Median regression                                    Number of obs =
1860
  Raw sum of deviations 1217.215 (about -.99425226)
  Min sum of deviations 1217.215                     Pseudo R2     =
0.0000

last estimates not found
r(301);

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