Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

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

st: Question concerning Bootstrapping in Stata

From   Anna-Leigh Stone <>
To   statalist <>
Subject   st: Question concerning Bootstrapping in Stata
Date   Mon, 23 Jul 2012 11:11:55 -0500


I am running a fractional probit model in STATA 12 using the glm
command. I have a panel data set of almost 200 companies over 50
years. I am then bootstrapping 500 times to get the average partial
effects. I am bootstrapping using the -bootstrap- command and
following options: reps(500) seed(123) cluster(gvkey)
idcluster(newid). Where gvkey is my company code. When STATA is
bootstrapping, sometimes I have red x's appear. Then at the end of the
bootstrapping I get a message like the following:

Note: one or more parameters could not be estimated in 81 bootstrap replicates;
      standard-error estimates include only complete replications.

I was wondering what this means and if it invalidates my results?

Thank you,

Anna-Leigh Stone
Finance PHD Candidate 2014
MA/EC 2011
MSF 2010
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index