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Re: st: Bootstrap: Which standard errors to use?


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Bootstrap: Which standard errors to use?
Date   Mon, 8 Dec 2008 10:07:21 +0000 (GMT)

--- "Supnithadnaporn, Anupit" <gtg065t@mail.gatech.edu> wrote:
> 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. 
<snip>
> . 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

The standard error in the second part is the standard error of the
standard error. Remember that the standard error is also an estimate,
so you can have sampling uncertainty around that too. The standard
error in the second part of your table tells you about the uncertainty
about the estimate of the standard error. So, it can be interesting too
look at it, but the standard error you are after is in the first part
of the table. Normally you would not ask for the second part of your
table (and exclude the -_se- from the -bootstrap- statement).

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      
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