Statalist


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

Re: st: bootstrap fails with qreg


From   jpitblado@stata.com (Jeff Pitblado, StataCorp LP)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: bootstrap fails with qreg
Date   Wed, 03 Sep 2008 13:36:28 -0500

Alan Feiveson <alan.h.feiveson@nasa.gov> is trying to use the -bootstrap-
prefix command with -qreg-:

> Hi - 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)?
> 
> 
> AL Feiveson
> 
> . 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);

The -bsqreg- estimation command fits quantile regression with bootstrap
standard errors; however, it does not support cluster sampling.

The -qreg- estimation command does not support the -bootstrap- prefix.  This
is mostly due to programming details and allocation of development resources.



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index