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

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

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

Date |
Sat, 7 Mar 2009 22:38:41 +0100 |

<> Is -isure- indispensable for you? Seems that w/o it there is no problem... ************ sysuse auto, clear constraint 1 [price]foreign = [mpg]foreign

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

To: <statalist@hsphsun2.harvard.edu> Sent: Saturday, March 07, 2009 8:27 PM

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 PMSubject: st: what's wrong witt bootstrap in seemingly unrelatedregressionDear 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 changedreps(500) to reps(2) to have a try. At the end there is an error: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 origianl sureg with"isure"? Since the coef. based on sureg with and without "isure" aretotally 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 original one,it means the original regression results based on small number ofobservations 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/

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

**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>

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

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