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R: st: help: bootstrap with GEE in stata


From   "Carlo Lazzaro" <carlo.lazzaro@tiscalinet.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   R: st: help: bootstrap with GEE in stata
Date   Fri, 3 Jul 2009 15:10:10 +0200

Dear Muhammad,
besides the reference textbook for "boostrappers" mentioned by Maarten, you
may also want to take a look at some futher theorical issues and examples on
the same topics in: Davidson CA, Hinkley DV. Bootstrap Methods and their
Application. New York: Cambridge University Press, 1997 (10th printing
2008).

Kind Regards and enjoy your W_E,
Carlo
-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Maarten buis
Inviato: venerdì 3 luglio 2009 9.44
A: statalist@hsphsun2.harvard.edu
Oggetto: Re: st: help: bootstrap with GEE in stata


--- On Thu, 2/7/09, Muhammad Riaz <citriaz@yahoo.com> wrote:
> Thank you, would you please explain what do you mean by the
> nested nature of the data.

You used -xtgee-, so that implies that you think that your
data has a nested structure. Looking at your command the
observations seem to be nested within case_no.

> 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)).

You can't combine robust with bootstrap, these are two 
alternative ways of computing the standard errors. I
suppose that the -robust- in the 2nd command is just
ignored.

A good and very readable introduction to the bootstrap is 
given in: 

Efron, Bradley and Robert J. Tibshirani (1993) An 
Introduction to the Bootstrap. Boca Raton:
Chapman & Hall/CRC.

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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