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# st: oheckman w/twostep - can I bootstrap for a Wald?

 From Trent Spaulding To statalist@hsphsun2.harvard.edu Subject st: oheckman w/twostep - can I bootstrap for a Wald? Date Mon, 8 Jul 2013 16:38:08 -0400

```Can anyone check me on this?

What I am trying to get: Estimates of the Wald or LR tests.

Details:
- Ordered categorical variable has five levels.
- Running a similar model on several outcome variables
- I have not successfully got the FIML estimation to converge, so I am
using twostep

Question: Is the following providing me a Wald test (or reasonable substitute)?

-------CODE--------

capture program drop aepost
program aepost, eclass
tempname bb
oheckman **model specifications*** twostep
matrix `bb'= e(rho)
ereturn post `bb'
end
bootstrap _b, reps(100) nowarn: aepost
test rho0=rho1=rho2=rho3=rho4=0

-------OUTPUT--------

Bootstrap results                               Number of obs      =      2275
Replications       =       100

------------------------------------------------------------------------------
|   Observed   Bootstrap                         Normal-based
|      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
rho0 |  -.2564272   .2127177    -1.21   0.228    -.6733463    .1604919
rho1 |  -.2837067   .1870317    -1.52   0.129     -.650282    .0828687
rho2 |   -.043747   .3578368    -0.12   0.903    -.7450943    .6576004
rho3 |   -.471063    .262215    -1.80   0.072     -.984995     .042869
rho4 |  -.6076915   .1845782    -3.29   0.001    -.9694582   -.2459249
------------------------------------------------------------------------------

. test rho0=rho1=0

( 1)  rho0 - rho1 = 0
( 2)  rho0 = 0

chi2(  2) =    4.14
Prob > chi2 =    0.1264

. test rho0=rho1=rho2=rho3=rho4=0

( 1)  rho0 - rho1 = 0
( 2)  rho0 - rho2 = 0
( 3)  rho0 - rho3 = 0
( 4)  rho0 - rho4 = 0
( 5)  rho0 = 0

chi2(  5) =   17.02
Prob > chi2 =    0.0045
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```