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


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Bootstrap: Which standard errors to use?
Date   Mon, 8 Dec 2008 13:45:08 -0600

Those are exactly the reported standard errors in your second panel.
That's interesting; I am used to thinking that they are close to the
bootstrap standard errors. How about the -oim- standard errors without
the -robust- option?

On 12/8/08, Supnithadnaporn, Anupit <gtg065t@mail.gatech.edu> wrote:
> ----- "Stas Kolenikov" <skolenik@gmail.com> wrote:
>
>  > I'd be curious as to whether -logit ...,
>  > robust- standard errors would be close to the bootstrap ones, in your
>  > case.
>
>
> I guess you mean the result from running -logit, robust- one time, right?
>  Would these SE seem to make sense to you at all?
>
>  Thank you,
>  Anupit
>
>
>  Logistic regression                               Number of obs   =        465
>
>                                                   Wald chi2(16)   =      44.37
>                                                   Prob > chi2     =     0.0002
>  Log pseudolikelihood = -73.949457                 Pseudo R2       =     0.2407
>
>  ------------------------------------------------------------------------------
>              |               Robust
>      tresimp |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
>  -------------+----------------------------------------------------------------
>     indlninc |  -.2818828   .3751495    -0.75   0.452    -1.017162    .4533968
>        black |   1.184949   .5377806     2.20   0.028      .130918    2.238979
>        other |   .5112052   .6130217     0.83   0.404    -.6902953    1.712706
>          age |   .2291411   .0683818     3.35   0.001     .0951153    .3631669
>        lnodo |   .2668319   .3736896     0.71   0.475    -.4655863    .9992501
>        peuro |   .3441804   .8376832     0.41   0.681    -1.297648    1.986009
>        pasia |   .1141557   .6548303     0.17   0.862    -1.169288      1.3976
>       pother |   .1774283   .7830163     0.23   0.821    -1.357255    1.712112
>        displ |  -.0444871   .3161949    -0.14   0.888    -.6642178    .5752435
>       indefi |   .3926529   .6165853     0.64   0.524     -.815832    1.601138
>        indfi |  -.5801308   .6734173    -0.86   0.389    -1.900004    .7397428
>       indmfi |  -1.667607   1.093033    -1.53   0.127    -3.809912    .4746974
>         egr1 |  -1.307301   .5173223    -2.53   0.012    -2.321235   -.2933684
>         tac1 |  -.1766159   .7599367    -0.23   0.816    -1.666064    1.312833
>          car |  -1.189119   .8430763    -1.41   0.158    -2.841518    .4632803
>          van |  -1.120382   .9862894    -1.14   0.256    -3.053474    .8127092
>        _cons |  -3.180481   6.637172    -0.48   0.632     -16.1891    9.828137
>  ------------------------------------------------------------------------------
>
>
>
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-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
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