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st: RE: issue with bootstrap


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: issue with bootstrap
Date   Tue, 25 Nov 2008 18:44:20 +0100

Line for the server...


Just to illustrate my point:


***********
sysuse auto, clear
qui bootstrap _b, reps(50) bca: regress mpg weight gear foreign
di e(cmd)
qui bootstrap _b e(r2) e(rmse), reps(50) bca : reg we l head
di e(cmd)
***********

HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Lachenbruch,
Peter
Sent: Tuesday, November 25, 2008 6:24 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: issue with bootstrap

I was doing a bootstrap and wanted to get estat estimates and got "last
estimates not found"  Here are the commands and output

. bootstrap _b e(r2) e(rmse),bca reps(500) :reg tvas age anyapheresis
anyaza anyca anycyclosp anyhcq anyiv_cytoxan  anyivig anymtx
anypo_cytoxan anypred anyulc calcinosis ck252 cmasxt2 contracture
duractdz dysphagia dysphonia dzactvas extramuscleact finchaq funcclass
gender onsetseverity
(running regress on estimation sample)

Jackknife replications (84)
<snip]
Bootstrap replications (500)
<snip>
Linear regression                          Number of obs      =
84
                                           Replications       =
500
                                           R-squared          =
0.8502
                                           Adj R-squared      =
0.7856
                                           Root MSE           =
3.8019

      command:  regress tvas age anyapheresis anyaza anyca anycyclosp
anyhcq anyiv_cytoxan anyivig anymtx anypo_cytoxan anypred anyulc
calcinosis ck252 cmasxt2 contracture duractdz dysphagia dysphonia
dzactvas extramuscleact finchaq funcclass gender onsetseverity
  [_eq2]_bs_1:  e(r2)
  [_eq2]_bs_2:  e(rmse)

------------------------------------------------------------------------
----
             |   Observed   Bootstrap                      Normal-based
        tvas |      Coef.   Std. Err.      z    P>|z|   [95% Conf.
Interval]
-------------+----------------------------------------------------------
----
_eq1         |
         age |  -.0417141   .1664602    -0.25   0.802    -.36797
.2845418
<snip >
onsetsever~y |  -.4387078   .7729467    -0.57   0.570  -1.953655
1.07624
       _cons |   15.74078   7.812418     2.01   0.044   .4287244
31.05284
-------------+----------------------------------------------------------
---
_eq2         |
       _bs_1 |   .8501516    .053571    15.87   0.000   .7451544
.9551488
       _bs_2 |   3.801854   .5107574     7.44   0.000   2.800788
4.80292
------------------------------------------------------------------------
----

. estat boot , bca percentile
last estimates not found

This seems to follow the help file, but I'm mystified.  

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001


 

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