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Re: st: poisson and bootstrap with clustered data


From   Austin Nichols <austinnichols@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: poisson and bootstrap with clustered data
Date   Mon, 3 Feb 2014 14:53:29 -0500

Aviva Litovitz < litovitz@prgs.edu >:

You should probably get errors for any of those, since what is the
meaning of combining coefficients on a newly created id across
multiple resampled datasets? I.e. if you pick the 5th case in a
bsample and none of the first 4 cases, it will be measured in
_Inewid1, but if you pick the 4th case and none of the first 3 cases,
it will be measured in _Inewid1, and then you are trying to aggregate
those fixed effects for different units in one coef, which means the
variance of those estimates should be dramatically overstated by the
bootstrap. You could just use i.person_id instead of i.newid, since
the same persons will give the same FE. But why not just use
xtpoisson?  Or you can wrap your estimation in an e-class -program-
and just save the coefs of interest (i.e. suppress the FE).

On Mon, Feb 3, 2014 at 2:21 PM, Litovitz, Aviva <litovitz@prgs.edu> wrote:
> Statalist,
>
> 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
>
>
>
>
> ______________________________________
>
> 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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