Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: st: Re: st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error. |

Date |
Sun, 4 Dec 2011 12:57:39 -0500 |

I'll bet you forgot the single quotes: ********************************************* tempname uhatmain // or tempvar uhatmain predict `uhatmain', u xi: xtreg `uhatmain' l_inc_wealth hispanic, be ******************************************** teve On Dec 4, 2011, at 12:16 PM, meenakshi beri wrote: Hello Steve, Thanks a lot for your suggestions. I appreciate your time and effort. Here is an issue: 1. I am using panel data and I found that xtreg is not supported by suest 2. If I use the previous code (as was suggested by you earlier) and create uhatmain as a temporary variable, I get the following error: **************************************** bootstrap ratio1 =r(ratio1) , reps(100)cluster(hhidpn) idcluster(newhhid) nowarn : my_xtboot (running my_xtboot on estimation sample) : variable uhatmain not found an error occurred when bootstrap executed my_xtboot **************************************** Best, Meenakshi ________________________________ Meenakshi Beri Graduate Teaching Assistant Department of Economics Wayne State University dy5651@wayne.edu ---------------------------------------- > Subject: st: Re: st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error. > From: sjsamuels@gmail.com > Date: Sun, 4 Dec 2011 10:51:31 -0500 > To: statalist@hsphsun2.harvard.edu > > You are welcome. After re-reading's Maarten's post, I recommend that you use temporary scalars (via -tempname-) and variables throughout the program, not permanent ones. Here the -bootstrap- automatically takes care of the cross-equation correlations. Many people would use -suest- for doing this. There are several advantages: 1) you can debug a complex program before -bootstrapping it; 2) you don't need to create scalars; 3) the equation names and coefficient names are used in the definition of the returned scalars, so there's less possibility of a mix-up. > > Here's the -suest- version. > > ********************************* > program myboot, rclass > reg trunk length > estimates store m1 > > reg weight length > estimates store m2 > > suest m1 m2 > return scalar ratio = /// > [m2_mean]length/[m1_mean]length > end > *********************************** > > > The disadvantage is that -suest- cannot handle commands, like -stcox- that do not create a score variable for each observation. > > > On Dec 4, 2011, at 1:39 AM, meenakshi beri wrote: > > Thanks a lot! I highly appreciate that. > > Best,Meenakshi > > ________________________________ > Meenakshi Beri > Graduate Teaching Assistant > Department of Economics > Wayne State University > dy5651@wayne.edu > > > ---------------------------------------- >> Subject: st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error. >> From: sjsamuels@gmail.com >> Date: Sun, 4 Dec 2011 00:45:18 -0500 >> To: statalist@hsphsun2.harvard.edu >> >> >> >> Maarten Buis diagnosed this problem at http://www.stata.com/statalist/archive/2007-10/msg00201.html The second bootstrap replicate refuses to run because the variable "uhatmain" created by your -predict- statement already exists in the data set; as a result only one replicate is created. Maarten's suggestion: use a temporary variable. Or, drop "uhatmain" at the end of the program. >> >> Also drop all created scalars at the end of the program with a -scalar drop- statement; otherwise those from the last replicate will hang around. >> >> >> >> Steve >> >> >> >> >> >> On Dec 3, 2011, at 11:20 PM, meenakshi beri wrote: >> >> Hello Steve, >> >> Thanks for your reply and teaching me the way to estimate the ratio and standard error. I am using the same code (after modifying it as per panel data needs and multiple ratios needs) given by you, but I have been struggling with this insufficient observations error (otherwise my regressions are running fine without bootstrap). I have generated new identifier cluster variable also for the >> bootstrapped panels, as well as generated the new time variable also (whatever information I got using previously existing statalist answers for such a situation, I tried that but nothing worked). Is there something I am doing wrong? >> >> I get the following error after bootstrap command: >> >> insufficient observations to compute bootstrap standard errors >> no results will be saved >> r(2000); >> >> >> Here is my sample code: >> >> >> program my_xtboot, rclass >> xi: xtreg rwhappy hibp diab cancr l_inc_wealth hibp_wealth diab_wealth cancr_wealth hispanic if sample_black == 1, fe >> scalar define b1 = _b[hibp_wealth] >> scalar define b2 = _b[diab_wealth] >> scalar define b3 = _b[cancr_wealth] >> predict uhatmain, u >> >> xi: xtreg uhatmain l_inc_wealth hispanic, be >> scalar define b8 = _b[l_inc_wealth] >> return scalar ratio1 = b1/b8 >> return scalar ratio2 = b2/b8 >> return scalar ratio3 = b3/b8 >> end >> >> *generating new identiers for bootstrapping >> >> gen long newhhid = . >> replace newhhid = hhidpn >> >> gen time2 = . >> replace time2 = 1 if year == 1992 >> replace time2 = 2 if year == 1993 >> replace time2 = 3 if year == 1994 >> replace time2 = 4 if year == 1995 >> >> * declaring new panel and time variable >> tsset newhhid time2 >> >> * getting rid of missing values >> generate sample=1-missing(newhhid, time2, l_inc_wealth, rwhappy, hibp, diab, cancr, hispanic) >> keep if sample >> >> *bootstrap ratio >> bootstrap ratio1 =r(ratio1) , reps(100)cluster(hhidpn) idcluster(newhhid) nowarn: my_xtboot if sample_black == 1 >> estat bootstrap, all >> >> And here is what I get: >> >> bootstrap ratio1 =r(ratio1) , reps(100)cluster(hhidpn) idcluster(newhhid) nowarn: my_xtboot if sample_black == 1 >> (running my_xtboot on estimation sample) >> : : >> Bootstrap replications (100) >> ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 >> xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 50 >> xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 100 >> insufficient observations to compute bootstrap standard errors >> no results will be saved >> r(2000); >> >> >> Best Regards, >> Meenakshi >> ________________________________ >> Meenakshi Beri >> Graduate Teaching Assistant >> Department of Economics >> Wayne State University >> dy5651@wayne.edu >> >> >> ---------------------------------------- >>> Subject: st: Re: st: RE: Ratio of coefficients from two regressions and standard error. >>> From: sjsamuels@gmail.com >>> Date: Sat, 3 Dec 2011 16:23:19 -0500 >>> To: statalist@hsphsun2.harvard.edu >>> >>> >>> >>> Bootstrapping the ratio should give good results with fewer assumptions about the regression coefficients. >>> >>> Steve >>> *************CODE BEGINS************* >>> sysuse auto, clear >>> capture program drop myboot >>> >>> program myboot, rclass >>> reg trunk length >>> scalar define b1 = _b[length] >>> >>> reg weight length >>> scalar define b2 = _b[length] >>> >>> return scalar ratio = b2/b1 >>> end >>> >>> bootstrap ratio =r(ratio) , reps(40): myboot >>> estat bootstrap, all >>> **************CODE ENDS************** >>> >>> On Dec 2, 2011, at 10:44 AM, meenakshi beri wrote: >>> >>> Thanks for your reply. One more question -- how to use Fieller's theorem and derive confidence limits using stata in this case? >>> >>> Meenakshi Beri >>> Graduate Teaching Assistant >>> Department of Economics >>> Wayne State University >>> dy5651@wayne.edu >>> >>> >>> From: Paul.Silcocks@liverpool.ac.uk >>> To: statalist@hsphsun2.harvard.edu >>> Subject: st: RE: Ratio of coefficients from two regressions and standard error. >>> Date: Fri, 2 Dec 2011 09:23:04 +0000 >>> >>> On the assumption that the two regression coefficient estimates have a Normal distribution, their ratio would have a Cauchy distribution (with no defined variance) if their correlation is zero. If the correlation is non-zero the exact distribution is complicated, though under certain conditions it tends to a Normal distribution. >>> >>> You'd be better off instead using Fieller's theorem to obtain confidence limits rather than estimating the standard error >>> >>> Paul Silcocks BM BCh, MSc , FRCPath, FFPH, CStat >>> Senior statistician, >>> Cancer Research UK Liverpool Cancer Trials Unit >>> University of Liverpool >>> Block C Waterhouse Building >>> 1-3 Brownlow Street >>> L69 3GL >>> >>> email: paul.silcocks@liverpool.ac.uk >>> tel: 0151 7948802 >>> mob: 0794 983 2775 >>> >>> -----Original Message----- >>> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of meenakshi beri >>> Sent: 02 December 2011 06:08 >>> To: statalist@hsphsun2.harvard.edu >>> Subject: st: Ratio of coefficients from two regressions and standard error. >>> >>> Hello Statalist, >>> I am running a fixed effects regression followed by an auxiliary regression to capture the coefficient of time invariant variables. I want to estimate the ratio of two coefficients from these two regressions respectively along with the standard error of the ratio. How can I estimate the ratio and standard error? >>> Thanks,Meenakshi BeriWayne State University >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/statalist/faq >>> * http://www.ats.ucla.edu/stat/stata/ >>> >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/statalist/faq >>> * http://www.ats.ucla.edu/stat/stata/ >>> >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/statalist/faq >>> * http://www.ats.ucla.edu/stat/stata/ >>> >>> >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/statalist/faq >>> * http://www.ats.ucla.edu/stat/stata/ >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Re: st: Re: st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.***From:*meenakshi beri <berimeenakshi@hotmail.com>

**References**:**st: Ratio of coefficients from two regressions and standard error.***From:*meenakshi beri <berimeenakshi@hotmail.com>

**st: RE: Ratio of coefficients from two regressions and standard error.***From:*"Silcocks, Paul" <Paul.Silcocks@liverpool.ac.uk>

**RE: st: RE: Ratio of coefficients from two regressions and standard error.***From:*meenakshi beri <berimeenakshi@hotmail.com>

**st: Re: st: RE: Ratio of coefficients from two regressions and standard error.***From:*Steve Samuels <sjsamuels@gmail.com>

**RE: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.***From:*meenakshi beri <berimeenakshi@hotmail.com>

**st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.***From:*Steve Samuels <sjsamuels@gmail.com>

**RE: st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.***From:*meenakshi beri <berimeenakshi@hotmail.com>

**st: Re: st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.***From:*Steve Samuels <sjsamuels@gmail.com>

**RE: st: Re: st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.***From:*meenakshi beri <berimeenakshi@hotmail.com>

- Prev by Date:
**Re: st: multinominal logit model with panel data** - Next by Date:
**Re: st: Re: st: Re: st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.** - Previous by thread:
**RE: st: Re: st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.** - Next by thread:
**Re: st: Re: st: Re: st: Re: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.** - Index(es):