I used the Stata maximum likelihood (ml) routine to maximize a
linear-form (lf) likelihood function that I wrote, using Stata 9.0
SE. The standard errors that Stata is reporting look off, so I am trying
to bootstrap the maximum likelihood routine to obtain more robust
standard errors.
I am not sure how to bootstrap the maximum likelihood routine. I tried
"bs _b : ml maximize" but this gives an error message.
Does anyone have any experience bootstrapping the maximum likelihood
routine for either Stata 8 or Stata 9? (I know that the bootstrap
routine changed from 8 to 9, which is why I mention this.) If so, I
would appreciate knowing how to do this.
Thanks for your help
--
Robert Town
Associate Professor
University of Minnesota
School of Public Health
Mayo Mail Code 729
420 Delaware St. SE
Minneapolis, MN 55455
