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Re: st: Fixed effects XTREG, Multiple Imputation MIM and Bootstraping VCE(BOOTSTRAPPING)
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: Fixed effects XTREG, Multiple Imputation MIM and Bootstraping VCE(BOOTSTRAPPING)
Date
Sun, 16 May 2010 22:44:12 -0700 (PDT)
--- On Sun, 16/5/10, [email protected] wrote:
> It is however not possible to set a
> higher number of bootstrapping cycles:
> Eg.: (mim: xtreg depvar indep.vars, fe vce(bootsrap).
> Reps(400)
> Error: ?invalid reps?
You must specify the -reps()- option within the -vce()-
option.
> Or to apply
> (estat bootstrap, all).
>
> May somebody assess whether applying vce(bootstrap) on
> multiple imputed data sets can lead to biases in general
> and/or does somebody know how to change the number of
> bootstrapping cycles / and/or can tell me how get the
> post-estimation bootstrapping information (to get
> asymptotically refined confidence intervals)?
Multiple imputation doesn't mix with other confidence
inervals than those based on assuming the normal
distribution for the sampling distribution of the
parameter with the standard error computed based on
the -bootstrap-.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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