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

 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

Yes, without -isure- bootstrap works well. However, much p value of the Coef. become bigger than 0.05 which means not significant at 5% level without -sure-, especially the coef of dummy variables.
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I am thinking if the results don't change much after bootsrap without isure, it means the small number of observations doesn't matter in my case. So my results based on isure is also significant, even without bootsrap test. Do you think so?
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Quoting Martin Weiss <martin.weiss1@gmx.de>:

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```<>
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:
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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.
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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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