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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: what's wrong witt bootstrap in seemingly unrelated regression |

Date |
Sat, 7 Mar 2009 20:17:59 +0100 |

<>

************ sysuse auto, clear constraint 1 [price]foreign = [mpg]foreign

************ HTH Martin _______________________

To: <statalist@hsphsun2.harvard.edu> Sent: Saturday, March 07, 2009 8:05 PM Subject: st: what's wrong witt bootstrap in seemingly unrelated regression

Dear all,I am doing seemingly unrelated regression, using "sureg()()(),const()isure". Since the number of my observations is very small, I amtring to do it again with bootsrap method. Now I have two questions:1. The first command I used was " bootstrap _b, reps(500): sureg()()(),const()isure". But it took such a long time, so I changed reps(500) toreps(2) to have a try. At the end there is an error: r(301), lastestimations not found.Then I dropped "isure", so the command becomes " bootstrap _b,reps(500): sureg()()(), const()". This time the results came out quickly.Does that mean "bootsrtap" can't be used with "isure"? Why? Then how canI get the bootsrap results base on my origianl sureg with "isure"? Sincethe coef. based on sureg with and without "isure" are totally different.2. I find the coef. after bootstraping are exactly the same as theoriginal regression. I am wondering if the only thing I should care aboutis p value. If bootsrap p value is similar to the original one, it meansthe original regression results based on small number of observations iscorrect. Is it right?Thank you very much! Jingjing Li U of T * * 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/

* * 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/

**Follow-Ups**:**Re: st: Re: what's wrong witt bootstrap in seemingly unrelated regression***From:*jjc.li@utoronto.ca

**References**:**st: what's wrong witt bootstrap in seemingly unrelated regression***From:*jjc.li@utoronto.ca

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