Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Fixed effects XTREG, Multiple Imputation MIM and Bootstraping VCE(BOOTSTRAPPING)


From   jovogt@rumms.uni-mannheim.de
To   statalist@hsphsun2.harvard.edu
Subject   st: Fixed effects XTREG, Multiple Imputation MIM and Bootstraping VCE(BOOTSTRAPPING)
Date   Sun, 16 May 2010 23:34:13 +0200

Hi
I have a panel data set (220 groups, 8 years) and I used the user written multiple imputation command ?ICE? to fill up missing observations. I am furthermore applying XTREG, FE to estimate a fixed effect model using the generated data. The XTREG command works well with ?MIM? (user written command to estimate models based on imputed data-sets).

(mim: xtreg depvar indep.vars, fe)

I am however furthermore trying to estimate confidence intervals based on bootstrapping
(mim: xtreg depvar indep.vars, fe vce(bootsrap)

This also doesn?t lead to any complications without any further modifications. It is however not possible to set a higher number of bootstrapping cycles:
Eg.: (mim: xtreg depvar indep.vars, fe vce(bootsrap). Reps(400)
Error: ?invalid reps?

Or to apply
(estat bootstrap, all).

May somebody assess whether applying vce(bootstrap) on multiple imputed data sets can lead to biases in general and/or does somebody know how to change the number of bootstrapping cycles / and/or can tell me how get the post-estimation bootstrapping information (to get asymptotically refined confidence intervals)?

Thanks & best regards!


*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index