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st: bootstrapping reps don't match


From   "Jeannette Wicks-Lim" <[email protected]>
To   <[email protected]>
Subject   st: bootstrapping reps don't match
Date   Tue, 19 Apr 2005 16:52:24 -0400

Hi,

I'm trying to get bootstrapped SEs using 1000 reps for my quantile regression estimates, but when I get the output it appears that for some coefficients the bootstrapped SEs are based on fewer than 1000 (996 to be exact) while others _are_ based on 1000. Why would the number of reps vary for a given run? Any info would be greatly appreciated!

The command I used and the output is appended below:

version 7: bs "qreg lnrwage repeal labcon after5 lconafter5 repafter5 lconrep lconrepon5 if ((bc==1 & con~=1) | labcon==1) [aweight=earnwt], quantile(.25)"
"_b[repeal] _b[labcon] _b[after5] _b[lconafter5] _b[repafter5] _b[lconrep] _b[lconrepon5]", reps(1000) dots cluster(state);

command: qreg lnrwage repeal labcon after5 lconafter5 repafter5 lconrep lconrepon5 if ((bc==1 & con~=1) | labcon==1) [aweight=earnwt], quantile(.25)
statistics: _b[repeal] _b[labcon] _b[after5] _b[lconafter5] _b[repafter5] _b[lconrep] _b[lconrepon5]
(clusters=37)


Bootstrap statistics

Variable | Reps Observed Bias Std. Err. [95% Conf. Interval]
---------+-------------------------------------------------------------------
bs1 | 996 -.0088742 -.0010679 .0357292 -.0789874 .0612391 (N)
| -.0773206 .065186 (P)
| -.0736758 .0700037 (BC)
---------+-------------------------------------------------------------------
bs2 | 1000 -.0139583 .0030501 .0180475 -.0493737 .0214571 (N)
| -.0422667 .0294387 (P)
| -.0433663 .0254573 (BC)
---------+-------------------------------------------------------------------
bs3 | 1000 -.0542786 -.0063605 .0174601 -.0885412 -.020016 (N)
| -.0894208 -.024021 (P)
| -.0802566 -.0093782 (BC)
---------+-------------------------------------------------------------------
bs4 | 1000 -.0120196 .0072499 .0229287 -.0570137 .0329744 (N)
| -.0491159 .0423729 (P)
| -.0621785 .0286664 (BC)
---------+-------------------------------------------------------------------
bs5 | 996 -.0552994 .0130774 .0522246 -.1577824 .0471836 (N)
| -.1127735 .0867525 (P)
| -.1220639 .0609865 (BC)
---------+-------------------------------------------------------------------
bs6 | 996 -.0482843 -.0047492 .0543789 -.1549948 .0584262 (N)
| -.1467928 .061617 (P)
| -.1405596 .0730383 (BC)
---------+-------------------------------------------------------------------
bs7 | 996 .0206529 .0078368 .0569606 -.0911238 .1324296 (N)
| -.0858363 .1387922 (P)
| -.123576 .1232235 (BC)
-----------------------------------------------------------------------------
N = normal, P = percentile, BC = bias-corrected

Jeannette Wicks-Lim
Department of Economics
University of Massachusetts, Amherst
(413) 577-0820
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