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st: poisson and bootstrap with clustered data

From   "Litovitz, Aviva" <>
To   "" <>
Subject   st: poisson and bootstrap with clustered data
Date   Mon, 3 Feb 2014 19:21:59 +0000


I am trying to use the -bootstrap- command with a poisson model and clustered data in Stata 10.  I am trying to get the bootstrap process to work because the goal is to apply -bootstrap- to the -ivpois- command (add-in module by Austin Nichols).  I am running into bootstrap failures in both cases and I'm guessing they may be related.

The following is my command for estimation with -poisson-:
	. xi: bootstrap, reps(2) cluster(person_id) idcluster(newid) noisily: poisson pub_count loggrantp07 i.newid

My errors look like this:
	captured error in [pub_count]_b[_Inewid_6], posting missing value
	captured error in [pub_count]_b[_Inewid_11], posting missing value
	captured error in [pub_count]_b[_Inewid_12], posting missing value....
With each run there are errors with some but not all of the _Inewid_* and the values change from run to run.

I obtain estimates if I leave out the i.newid dummies, if I leave out the cluster component of the bootstrap, or if I run -poisson- using -vce- instead of -bootstrap-:
	. xi: poisson pub_count loggrantp07 i.person_id, vce(cluster person_id)

Thanks for your time and any tips are greatly appreciated!

Aviva Litovitz
Fellow, Pardee RAND Graduate School
RAND Corporation
1776 Main St, Santa Monica CA 90401
(310) 393-0411, ext. 6636


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