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

 From "Martin Weiss" To 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
```
bootstrap _b, reps(20): sureg (price foreign weight length) (mpg foreign weight) (displ foreign weight),const(1)
```************

HTH
Martin
_______________________
```
----- Original Message ----- From: <jjc.li@utoronto.ca>
```To: <statalist@hsphsun2.harvard.edu>
Sent: Saturday, March 07, 2009 8:27 PM
```
Subject: Re: st: Re: what's wrong witt bootstrap in seemingly unrelatedregression
```

```
```Hi Martin,

Thank you for your quick reply. So how could I do bootsrap with sureg?

Jingjing

```
```<>

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 regression
```

```
```Dear all,

```
I am doing seemingly unrelated regression, using "sureg()()(), const()isure". Since the number of my observations is very small, I am tring 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) 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 out quickly. 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" are totally different.
```
```
2. I find the coef. after bootstraping are exactly the same as the original regression. I am wondering if the only thing I should care about is p value. If bootsrap p value is similar to the original one, it means the original regression results based on small number of observations is correct. Is it right?
```
Thank you very much!

Jingjing Li
U of T

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