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


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fixed effects XTREG, Multiple Imputation MIM and Bootstraping VCE(BOOTSTRAPPING)
Date   Sun, 16 May 2010 22:44:12 -0700 (PDT)

--- On Sun, 16/5/10, jovogt@rumms.uni-mannheim.de wrote:
> 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?

You must specify the -reps()- option within the -vce()-
option.
 
> 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)?

Multiple imputation doesn't mix with other confidence 
inervals than those based on assuming the normal 
distribution for the sampling distribution of the 
parameter with the standard error computed based on
the -bootstrap-.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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