Hanseung Kum <[email protected]> is trying to bootstrap the results from
-nlogit-:
> 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.
I'm assuming Hanseung is using Stata 7 (the double quotes around the
expression list in "_b[ttime] _b[cost]" is unnecessary in Stata 8).
-nlogit- requires that the data are balanced, thus each record identified in
by the -group()- option must have the same choices at the final level. Also,
each group effectively represent an observation, thus this suggests that the
groups should be resampled (each group as a whole, like in cluster sampling).
I would suggest:
. gen grid = id
. bs "nlogit choice (travel = aasc tasc basc cost ttime) (type =
> hincair), group(grid)" "_b[ttime] _b[cost]", reps(100) cluster(id)
> idcluster(grid)
--Jeff
[email protected]
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