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From |
jjc.li@utoronto.ca |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sat, 07 Mar 2009 19:32:58 -0500 |

Jingjing Quoting "Jeff Pitblado, StataCorp LP" <jpitblado@stata.com>:

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/

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**References**:**Re: st: what's wrong witt bootstrap in seemingly unrelated regression***From:*jpitblado@stata.com (Jeff Pitblado, StataCorp LP)

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