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From |
jjc.li@utoronto.ca |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sat, 07 Mar 2009 16:55:59 -0500 |

Quoting Martin Weiss <martin.weiss1@gmx.de>:

<> 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 unrelatedregressionHi 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,I am 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 isan 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 myorigianl sureg with "isure"? Since the coef. based on suregwith and without "isure" are totally different.2. I find the coef. after bootstraping are exactly the same asthe original regression. I am wondering if the only thing Ishould care about is p value. If bootsrap p value is similar tothe original one, it means the original regression resultsbased on small number 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/* * 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/

**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

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

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