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


From   "Supnithadnaporn, Anupit" <gtg065t@mail.gatech.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Bootstrap: Which standard errors to use?
Date   Mon, 8 Dec 2008 11:29:27 -0500 (EST)

Thank you Marrten for your explanation. This helps a lot.

Anupit

----- "Maarten buis" <maartenbuis@yahoo.co.uk> wrote:

> --- "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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-- 
Anupit Supnithadnaporn
PhD Candidate
School of Public Policy
Georgia Institute of Technology
D.M.Smith Building TPAC Room 018
685 Cherry Street
Atlanta GA 30332

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