Meherun,
I believe -bs- will produce the results you want if you supply the correct
exp_list, in this case it should be _b _se.
For example,
. use http://www.stata-press.com/data/r8/sysdsn3.dta
(Health insurance data)
. bs "mlogit insure age " _b _se , nobc nope
command: mlogit insure age
statistics: b_age = [Prepaid]_b[age]
b_cons = [Prepaid]_b[_cons]
b_1age = [Uninsure]_b[age]
b_1cons = [Uninsure]_b[_cons]
se_age = [Prepaid]_se[age]
se_cons = [Prepaid]_se[_cons]
se_1age = [Uninsure]_se[age]
se_1cons = [Uninsure]_se[_cons]
Bootstrap statistics Number of obs = 615
Replications = 50
------------------------------------------------------------------------------
Variable | Reps Observed Bias Std. Err. [95% Conf. Interval]
-------------+----------------------------------------------------------------
b_age | 50 -.0083061 .0034922 .005469 -.0192965 .0026843 (N)
b_cons | 50 .3128955 -.1757527 .2138954 -.1169433 .7427343 (N)
b_1age | 50 -.0036252 .0030272 .01249 -.0287248 .0214744 (N)
b_1cons | 50 -1.710738 -.1441363 .5947692 -2.905972 -.515505 (N)
se_age | 50 .0059433 -.0017707 .0027628 .0003913 .0114954 (N)
se_cons | 50 .2768637 -.0821143 .1288932 .0178431 .5358842 (N)
se_1age | 50 .0112765 8.77e-06 .0007574 .0097545 .0127985 (N)
se_1cons | 50 .5281215 -.00135 .0308724 .4660811 .5901618 (N)
------------------------------------------------------------------------------
Note: N = normal
Hope this helps,
Scott
----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Wednesday, February 25, 2004 12:09 PM
Subject: st: Multinomial logit
> Hi all,
> I am trying to estimate a multinomial logit model where y takes on more than 3
values.
> For some of the outcome (say y=3), the number of observations is really small,
Stata estimates the coeffcient but but puts a "." in place of standard error. I
want to Bootstrap my way out of this. Did any of you do bootstrap in MNL
framework?
>
> If you use the canned BS command it just gives the BS estimated for the first
outcome (Y=1). I think I need to write a ado file. Any suggestions on how to go
about it?
>
> Thanks,
>
> meherun
>
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