Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Trent Spaulding <spauldingtj@appstate.edu> |
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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/