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st: Question concerning Bootstrapping in Stata


From   Anna-Leigh Stone <alstone@crimson.ua.edu>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Question concerning Bootstrapping in Stata
Date   Mon, 23 Jul 2012 11:11:55 -0500

Hello,

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

--
Anna-Leigh Stone
Finance PHD Candidate 2014
MA/EC 2011
MSF 2010
alstone@crimson.ua.edu
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