[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
jjc.li@utoronto.ca |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sat, 07 Mar 2009 14:27:10 -0500 |

Hi Martin, Thank you for your quick reply. So how could I do bootsrap with sureg? Jingjing 引用 Martin Weiss <martin.weiss1@gmx.de>：

<> Since the bootstrap is concerned with the estimation of standard errors, it is natural that your coefs are unaffected. Still, you do have a point in that a boostrap of -sureg- does indeed end up in error 301 ************ sysuse auto, clear constraint 1 [price]foreign = [mpg]foreign bootstrap _b, reps(2): sureg (price foreign weight length) (mpg foreign weight) (displ foreign weight), isure const(1) ************ HTH Martin _______________________ ----- Original Message ----- From: <jjc.li@utoronto.ca> To: <statalist@hsphsun2.harvard.edu> Sent: Saturday, March 07, 2009 8:05 PM Subject: st: what's wrong witt bootstrap in seemingly unrelated regressionDear all,I am doing seemingly unrelated regression, using "sureg()()(),const()isure". Since the number of my observations is very small, Iam tring to do it again with bootsrap method. Now I have twoquestions:1. The first command I used was " bootstrap _b, reps(500):sureg()()(), const()isure". But it took such a long time, so Ichanged reps(500) to reps(2) to have a try. At the end there is anerror: r(301), last estimations not found.Then I dropped "isure", so the command becomes " bootstrap _b,reps(500): sureg()()(), const()". This time the results came outquickly. Does that mean "bootsrtap" can't be used with "isure"?Why? Then how can I get the bootsrap results base on my origianlsureg with "isure"? Since the 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 careabout is p value. If bootsrap p value is similar to the originalone, it means the original regression results based on smallnumber of observations is correct. 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/

* * 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 unrelatedregression***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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

**st: Re: what's wrong witt bootstrap in seemingly unrelated regression***From:*"Martin Weiss" <martin.weiss1@gmx.de>

- Prev by Date:
**RE: st: IRT with GLLAMM** - Next by Date:
**Re: st: Sparse Data Problem** - Previous by thread:
**st: Re: what's wrong witt bootstrap in seemingly unrelated regression** - Next by thread:
**Re: st: Re: what's wrong witt bootstrap in seemingly unrelatedregression** - Index(es):

© Copyright 1996–2017 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |