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st: Bootstrap: Which standard errors to use?


From   "Supnithadnaporn, Anupit" <gtg065t@mail.gatech.edu>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Bootstrap: Which standard errors to use?
Date   Sun, 7 Dec 2008 23:34:05 -0500 (EST)

Dear all,

I am using bootstrap in my study and Stata reports 2 types of standard errors
of beta: (1) bootstrap std. err. right to the observed coef. and (2) se shown in
the second part of the table. They are quite different. How does Stata calculate
both of these SEs? Which one would be better to use?

Would anybody please explain or suggest?

Thank you
Anupit


. local vehicle age lnodo peuro pasia pother  
. local owner black other
. set seed 9999     
. bootstrap _b _se, reps(10000) saving("C:\data\logitBOOT2Abse.dta", replace): ///
  logit tresimp indlninc `owner' `vehicle', robust


Logistic regression                             Number of obs      =       465
                                                Replications       =      4899

------------------------------------------------------------------------------
             |   Observed   Bootstrap                         Normal-based
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
b            |
    indlninc |  -.2818828   .4831361    -0.58   0.560    -1.228812    .6650466
       black |   1.184949   .6092399     1.94   0.052    -.0091396    2.379037
       other |   .5112052     .73946     0.69   0.489    -.9381097     1.96052
         age |   .2291411    .091903     2.49   0.013     .0490146    .4092677
       lnodo |   .2668319   .5548409     0.48   0.631    -.8206363      1.3543
       peuro |   .3441804   .9544531     0.36   0.718    -1.526513    2.214874
       pasia |   .1141557   .7772255     0.15   0.883    -1.409178     1.63749
      pother |   .1774283   .7139723     0.25   0.804    -1.221932    1.576788
-------------+----------------------------------------------------------------
se           |
    indlninc |   .3751495   .1164555     3.22   0.001     .1469009    .6033982
       black |   .5377806   .1174539     4.58   0.000     .3075752    .7679861
       other |   .6130217   .1737154     3.53   0.000     .2725458    .9534977
         age |   .0683818   .0179438     3.81   0.000     .0332126    .1035509
       lnodo |   .3736896   .1584534     2.36   0.018     .0631266    .6842526
       peuro |   .8376832    .242609     3.45   0.001     .3621782    1.313188
       pasia |   .6548303   .1592494     4.11   0.000     .3427073    .9669534
      pother |   .7830163   .2246008     3.49   0.000     .3428068    1.223226



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