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From |
jpitblado@stata.com (Jeff Pitblado, StataCorp LP) |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sat, 07 Mar 2009 17:55:24 -0600 |

Jingjing Li <jjc.li@utoronto.ca> is using -bootstrap- with -sureg, isure- but is getting the 'last estimates not found' error: > 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? Martin Weiss answered Jingjing's second point above, so I'll address the first point. -sure- appears unable to replay it's own results when the -isure- option is specified. We will fix this and have it ready in a future (probably the very next) ado-file update. --Jeff jpitblado@stata.com * * 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: what's wrong witt bootstrap in seemingly unrelated regression***From:*jjc.li@utoronto.ca

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