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Re: st: help: bootstrap with GEE in stata


From   Muhammad Riaz <citriaz@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: help: bootstrap with GEE in stata
Date   Thu, 2 Jul 2009 08:18:14 -0700 (PDT)

Dear Maartin,

Thank you, would you please explain what do you mean by the nested nature of the data.
One thing I would like to add at this point, in the 1st command the GEE is with robust error method and then bootstrap is applied, however in the 2nd command we can not combine robust with vce(bootstrap, reps(200)).

Regards,

Muhammad Riaz   


--- On Thu, 7/2/09, Maarten buis <maartenbuis@yahoo.co.uk> wrote:

> From: Maarten buis <maartenbuis@yahoo.co.uk>
> Subject: Re: st: help: bootstrap with GEE in stata
> To: statalist@hsphsun2.harvard.edu
> Date: Thursday, July 2, 2009, 6:03 PM
> 
> --- On Thu, 2/7/09, citriaz@yahoo.com
> wrote:
> > I am running these two types of commands in stata:
> > 
> > bootstrap, reps(200): xtgee depvar indvar,
> fam(normal)
> > link(id) i(case_no) t(week1_10) robust
> > 
> > xi: xtgee depvar i.indvar, fam(normal) link(id)
> i(case_no)
> > t(week1_10) vce(bootstrap, reps(200))
> > 
> > The two commands give similar results for some of the
> > variables, but for some of the variables I get very
> > different results with respect to significance, for
> most of
> > the variables I get significant results with the 1st
> command
> > given above.
> 
> There are two answers to this:
> 
> First the bootstrap is a (pseudo) random proces, so you can
> 
> expect to get different estimates of the standard error if
> 
> you don't set the seed, see for example the example below:
> 
> *--------- begin example -------------
> sysuse auto, clear
> 
> qui bootstrap , reps(200): reg price mpg
> est store noseed_a
> qui reg price mpg, vce(bootstrap, reps(200))
> est store noseed_b
> 
> set seed 12345
> qui bootstrap , reps(200): reg price mpg
> est store seed_a
> set seed 12345
> qui reg price mpg, vce(bootstrap, reps(200))
> est store seed_b
> 
> est table _all, se
> *---------- end example --------------
> 
> If this was the only problem than these differnces 
> in results would indicate that 200 replication 
> isn't enough in your case to get stable estimates,
> and that you would need to increase that.
> 
> However, there is also a second issue with your 
> sequence of commands, and that is that -bootstrap- 
> by default does not respect the nested nature of 
> your data, while the -vce(bootstrap)- option 
> automatically takes that into account. 
> 
> Hope this helps,
> Maarten
> 
> -----------------------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
> 
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
> 
> 
> 
> 
> 
>       
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