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Re: st: Bootstrap: Which standard errors to use?
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From |
"Supnithadnaporn, Anupit" <[email protected]> |
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To |
[email protected] |
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Subject |
Re: st: Bootstrap: Which standard errors to use? |
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Date |
Mon, 8 Dec 2008 11:29:27 -0500 (EST) |
Thank you Marrten for your explanation. This helps a lot.
Anupit
----- "Maarten buis" <[email protected]> wrote:
> --- "Supnithadnaporn, Anupit" <[email protected]> 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/
> -----------------------------------------
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
--
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
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/