Jun Xu,
I had a similar problem awhile ago with probit and heckprob
bootstraps and the question is whether one can tread the sub-
samples as independent and random in order to draw separately
from each sub-group (in your case the four groups) rather than from
the entire sample which would resolve your problem.
Because there seems not much literature out there, David Moore
and I are currently running some simulations for the simple probit
case and preliminary results suggest that over very many samples
there is not much difference between the two methods. If these
results turn out to be robust this would mean for your case that you
could draw from each of the four groups separately as long as they
represent independent and random samples.
axel
Axel Heitmueller,
Centre for Economic Reform and Transformation, CERT
School of Management
Heriot-Watt University
Edinburgh
EH14 4AS
UK
phone +44(0)131 451 3969
fax +44 (0)131 451 3296
[email protected]
www.som.hw.ac.uk/somah3/
*
* 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/
