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From |
Maarten Buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Problem: Mlogit: Variance Matrix nonsymmetric after bsample |

Date |
Wed, 2 Oct 2013 15:49:28 +0200 |

I would start by reloading the original dataset at the beginning of each iteration. Otherwise you are sampling from a sample of a sample of a sample ... of the data. Hope this helps, Maarten On Wed, Oct 2, 2013 at 3:05 PM, <[email protected]> wrote: > Dear Statalist, > > I would greatly appreciate your help. > > I am currently trying predict the contrafactual probability of nonvoters to > vote for a certain party. I am using a mlogit-model with interaction effects > and difficult technique estimations options. To get more robust results, I > want bootstrapped predictions using bsample. > For some reason, if using bsample, after about 5 repetitions with the random > samples, the mlogit-model isn't concave anymore, but apparently still > converges. There's a warning message saying Variance Matrix nonsymmetric or > highly singular. This results in very strange coefficients, which are still > predicted und thus ruin the results. > I read that this might be due to the fact that there are not enough cases > with some sparse indicator variables. Therefore i tried reducing the > categories in some variables, with no effect. Using the total option to see > which variables produce empty cells doesn't help either. > > I therefore used capture and e(p) so only regression samples w/ meaningful > coeff. are included. This shows that only the first seven examples are > meaningful. How can that be and what to do about it? > > Thank you very much! > > Here the code used (stata 10): > > preserve > set seed 731 > > > forv i = 1/200 { > bsample, strata(Wä) > > // Loop over dates and surveys > > > // Estimate model > capture mlogit party _I* [pweight=wei_ipfges_2] if party <= > 5, difficult technique(nr 15 bhhh 15 dfp 15 bfgs 15) base(1) > > if e(p)~= . { > > // Predict > predict Phat1 Phat2 Phat3 Phat4 Phat5 if Wä == 0 > > // Post > forv j = 1/5 { > sum Phat`j' [aw=wei_ipfges_2] if Wä==0, > meanonly > post `CI' (`j') (r(mean)) > } > > drop Phat* > } > } > > restore,preserve > > > postclose `CI' > > exit > > > * > * 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/ -- --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * 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/

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