Donal O'Neill <[email protected]> asks about the -bootstrap- command with the
-strata()- option:
> I have written a program which compares the wage distribution for black and
> white workers in the U.S.. The program runs fine and I can calculate the
> statistics I require. I now want to bootstrap some standard errors. If I
> use the basic bootstrap command in Stata 8 :
>
> ...
>
> . bootstrap "racekern lhwage93 afqtpst race race2" p1=r(prop1), reps(10)
> strata(race)
>
> command: racekern lhwage93 afqtpst race race2
> statistic: p1 = r(prop1)
>
> Bootstrap statistics Number of obs = 1370
> Number of strata = 2
> Replications = 10
>
> ------------------------------------------------------------------------------
> Variable | Reps Observed Bias Std. Err. [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> p1 | 0 .6487096 . . . . (N)
> | . . (P)
> | . . (BC)
> ------------------------------------------------------------------------------
> Note: N = normal
> P = percentile
> BC = bias-corrected
>
> insufficient observations to compute bootstrap standard errors
> no results will be saved
> r(2000);
>
>
> I assume this means there are not enough (more than 1) values of the
> statistic generated by the bootstrap command to calculate a standard error.
> However I am confused as to why this is so. The program runs o.k with the
> original sample sizes so it should also work with each of the 10
> bootstrapped samples, resulting in 10 observations. If I don't use the
> strata option I get my 10 observations. Any suggestions would be welcomed.
My guess is that -racekern- is somehow erring out with the stratified
bootstrap samples. For each replication that this happens -bootstrap- will
post missing values for the statistics.
Donal will be able to see the error message produced by -racekern- for each
replication by supplying -bootstrap- with the -noisily- option.
If this doesn't identify the problem, I invite Donal to email me privately
with the necessary files to reproduce the problem.
--Jeff
[email protected]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
