Oy. He mentioned to me that he and Gautam were having problems with the
Whipple results before I left. He said the SEs were blowing up.
Duckie
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Robert Town
Sent: Friday, August 19, 2005 1:53 PM
To: [email protected]
Subject: st: Bootstrapping with ML
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
612-626-4683 (phone)
612-624-2196 (fax)
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* 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/
