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st: bootstrapping


From   [email protected]
To   [email protected]
Subject   st: bootstrapping
Date   Thu, 24 Apr 2003 22:53:08 +0100

Dear STATA users,

I would like to get estimates of coefficients and variances via bootstrapping. I used the travel choice data (from Econometric analysis from W. Greene). I run nested logit model and get results. After that, I run bootstrapping procedure by below command.

bs "nlogit choice (travel = aasc tasc basc cost ttime)(type=hincair), group(id)" "_b[ttime] _b[cost]", reps(100)

And then, I get the results as follows:

command: nlogit choice (travel = aasc tasc basc cost ttime) (type=hincair),
group(id)
statistics: _b[ttime] _b[cost]
(obs=840)

Bootstrap statistics

Variable | Reps Observed Bias Std. Err. [95% Conf. Interval]
---------+-----------------------------------------------------------------
--
bs1 | 0 -.1126183 . . . . (N)
| . . (P)
| . . (BC)
---------+-----------------------------------------------------------------
--
bs2 | 0 -.0315888 . . . . (N)
| . . (P)
| . . (BC)
---------------------------------------------------------------------------
--
N = normal, P = percentile, BC = bias-corrected


I think there is some error. I would like to know how to deal with bootstrapping in nested logit model. Please let me know. Thanks in advance.

Best wishes,

Hanseung Kum


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