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R: st: help: bootstrap with GEE in stata

From   "Carlo Lazzaro" <>
To   <>
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

Kind Regards and enjoy your W_E,
-----Messaggio originale-----
[] Per conto di Maarten buis
Inviato: venerdì 3 luglio 2009 9.44
Oggetto: Re: st: help: bootstrap with GEE in stata

--- On Thu, 2/7/09, Muhammad Riaz <> 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

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 L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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