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From |
meenakshi beri <berimeenakshi@hotmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error. |

Date |
Sun, 4 Dec 2011 06:39:48 +0000 |

Thanks a lot! I highly appreciate that. Best,Meenakshi ________________________________ Meenakshi Beri Graduate Teaching Assistant Department of Economics Wayne State University dy5651@wayne.edu ---------------------------------------- > Subject: st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error. > From: sjsamuels@gmail.com > Date: Sun, 4 Dec 2011 00:45:18 -0500 > To: statalist@hsphsun2.harvard.edu > > > > Maarten Buis diagnosed this problem at http://www.stata.com/statalist/archive/2007-10/msg00201.html The second bootstrap replicate refuses to run because the variable "uhatmain" created by your -predict- statement already exists in the data set; as a result only one replicate is created. Maarten's suggestion: use a temporary variable. Or, drop "uhatmain" at the end of the program. > > Also drop all created scalars at the end of the program with a -scalar drop- statement; otherwise those from the last replicate will hang around. > > > > Steve > > > > > > On Dec 3, 2011, at 11:20 PM, meenakshi beri wrote: > > Hello Steve, > > Thanks for your reply and teaching me the way to estimate the ratio and standard error. I am using the same code (after modifying it as per panel data needs and multiple ratios needs) given by you, but I have been struggling with this insufficient observations error (otherwise my regressions are running fine without bootstrap). I have generated new identifier cluster variable also for the > bootstrapped panels, as well as generated the new time variable also (whatever information I got using previously existing statalist answers for such a situation, I tried that but nothing worked). Is there something I am doing wrong? > > I get the following error after bootstrap command: > > insufficient observations to compute bootstrap standard errors > no results will be saved > r(2000); > > > Here is my sample code: > > > program my_xtboot, rclass > xi: xtreg rwhappy hibp diab cancr l_inc_wealth hibp_wealth diab_wealth cancr_wealth hispanic if sample_black == 1, fe > scalar define b1 = _b[hibp_wealth] > scalar define b2 = _b[diab_wealth] > scalar define b3 = _b[cancr_wealth] > predict uhatmain, u > > xi: xtreg uhatmain l_inc_wealth hispanic, be > scalar define b8 = _b[l_inc_wealth] > return scalar ratio1 = b1/b8 > return scalar ratio2 = b2/b8 > return scalar ratio3 = b3/b8 > end > > *generating new identiers for bootstrapping > > gen long newhhid = . > replace newhhid = hhidpn > > gen time2 = . > replace time2 = 1 if year == 1992 > replace time2 = 2 if year == 1993 > replace time2 = 3 if year == 1994 > replace time2 = 4 if year == 1995 > > * declaring new panel and time variable > tsset newhhid time2 > > * getting rid of missing values > generate sample=1-missing(newhhid, time2, l_inc_wealth, rwhappy, hibp, diab, cancr, hispanic) > keep if sample > > *bootstrap ratio > bootstrap ratio1 =r(ratio1) , reps(100)cluster(hhidpn) idcluster(newhhid) nowarn: my_xtboot if sample_black == 1 > estat bootstrap, all > > And here is what I get: > > bootstrap ratio1 =r(ratio1) , reps(100)cluster(hhidpn) idcluster(newhhid) nowarn: my_xtboot if sample_black == 1 > (running my_xtboot on estimation sample) > : : > Bootstrap replications (100) > ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 > xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 50 > xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 100 > insufficient observations to compute bootstrap standard errors > no results will be saved > r(2000); > > > Best Regards, > Meenakshi > ________________________________ > Meenakshi Beri > Graduate Teaching Assistant > Department of Economics > Wayne State University > dy5651@wayne.edu > > > ---------------------------------------- > > Subject: st: Re: st: RE: Ratio of coefficients from two regressions and standard error. > > From: sjsamuels@gmail.com > > Date: Sat, 3 Dec 2011 16:23:19 -0500 > > To: statalist@hsphsun2.harvard.edu > > > > > > > > Bootstrapping the ratio should give good results with fewer assumptions about the regression coefficients. > > > > Steve > > *************CODE BEGINS************* > > sysuse auto, clear > > capture program drop myboot > > > > program myboot, rclass > > reg trunk length > > scalar define b1 = _b[length] > > > > reg weight length > > scalar define b2 = _b[length] > > > > return scalar ratio = b2/b1 > > end > > > > bootstrap ratio =r(ratio) , reps(40): myboot > > estat bootstrap, all > > **************CODE ENDS************** > > > > On Dec 2, 2011, at 10:44 AM, meenakshi beri wrote: > > > > Thanks for your reply. One more question -- how to use Fieller's theorem and derive confidence limits using stata in this case? > > > > Meenakshi Beri > > Graduate Teaching Assistant > > Department of Economics > > Wayne State University > > dy5651@wayne.edu > > > > > > From: Paul.Silcocks@liverpool.ac.uk > > To: statalist@hsphsun2.harvard.edu > > Subject: st: RE: Ratio of coefficients from two regressions and standard error. > > Date: Fri, 2 Dec 2011 09:23:04 +0000 > > > > On the assumption that the two regression coefficient estimates have a Normal distribution, their ratio would have a Cauchy distribution (with no defined variance) if their correlation is zero. If the correlation is non-zero the exact distribution is complicated, though under certain conditions it tends to a Normal distribution. > > > > You'd be better off instead using Fieller's theorem to obtain confidence limits rather than estimating the standard error > > > > Paul Silcocks BM BCh, MSc , FRCPath, FFPH, CStat > > Senior statistician, > > Cancer Research UK Liverpool Cancer Trials Unit > > University of Liverpool > > Block C Waterhouse Building > > 1-3 Brownlow Street > > L69 3GL > > > > email: paul.silcocks@liverpool.ac.uk > > tel: 0151 7948802 > > mob: 0794 983 2775 > > > > -----Original Message----- > > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of meenakshi beri > > Sent: 02 December 2011 06:08 > > To: statalist@hsphsun2.harvard.edu > > Subject: st: Ratio of coefficients from two regressions and standard error. > > > > Hello Statalist, > > I am running a fixed effects regression followed by an auxiliary regression to capture the coefficient of time invariant variables. I want to estimate the ratio of two coefficients from these two regressions respectively along with the standard error of the ratio. How can I estimate the ratio and standard error? > > Thanks,Meenakshi BeriWayne State University > > * > > * 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/ > > > > * > > * 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/ > > > > * > > * 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/ > > > > > > * > > * 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/ > > * > * 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/ > > > * > * 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/ * * 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/

**Follow-Ups**:**st: Re: st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.***From:*Steve Samuels <sjsamuels@gmail.com>

**References**:**st: Ratio of coefficients from two regressions and standard error.***From:*meenakshi beri <berimeenakshi@hotmail.com>

**st: RE: Ratio of coefficients from two regressions and standard error.***From:*"Silcocks, Paul" <Paul.Silcocks@liverpool.ac.uk>

**RE: st: RE: Ratio of coefficients from two regressions and standard error.***From:*meenakshi beri <berimeenakshi@hotmail.com>

**st: Re: st: RE: Ratio of coefficients from two regressions and standard error.***From:*Steve Samuels <sjsamuels@gmail.com>

**RE: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.***From:*meenakshi beri <berimeenakshi@hotmail.com>

**st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.***From:*Steve Samuels <sjsamuels@gmail.com>

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