Thank you very much Gary. -Sort- was creating the problem
and the option -stable- solved it.
Alejandro
----- Original Message Follows -----
From: Gary Longton <[email protected]>
To: [email protected]
Subject: Re: st: Problem with seed and bootstrap
Date: Fri, 16 Sep 2005 14:12:02 -0700
> Alejandro wrote:
>
> > I have a problem with a program that I wrote. For some
> > reason I can't replicate my standard errors results when
> > using bootstrap. I guess something is missing in the ado
> > that I wrote but I can't figure what it is. The program
> > is defined as eclass and the matrices b and V seem to be
> > working.
> >
> > If I run the following do file
> >
> > set seed 345478595
> > bs "myprogram x y z" _b
> > set seed 345478595
> > bs "myprogram x y z" _b
> >
> > I get different standard errors each time. The same
> > happens when I use the syntax for Stata 9 (altough for
> > some reason it doesn't like the _b...).
> >
> > bs x y z, seed(345478595):myprogram x y z
> > bs x y z, seed(345478595):myprogram x y z
> >
> > Any ideas?
>
> Alejandro,
>
> An idea, though it may not be the problem in your
> particular program.
>
> I have, on a couple of occasions, run into a
> reproducibility problem running simulations (given
> identical starting seed as in your case) - though I would
> expect that the same problem might occur with -bootsrap-
> under otherwise similar circumstances.
>
> The problem has occurred in situations where the (1)
> calculation of results in the program, for a given sample
> , depend in some way on sort order, AND (2) when there is
> a -sort- or -bysort- in the program on a variable or
> combination of variables that doesn't uniquely distinguish
> observations. I.e., apparently there is some variability
> in the result of a -sort- on the same dataset when the
> values of the sort variables don't completely distinguish
> individual observations.
>
> I've gotten around this by defining a unique observation
> identifier and including it as the last variable in the
> sort. I suspect this may also be the purpose of the
> -stable- option to -sort-, though I have not tried this
> as a solution in the situations where it has been a
> problem (I did not notice the -stable- sort option until
> sometime after dealing with the reproducibility problem).
>
> - Gary
>
>
> *
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Alejandro Lopez-Feldman
Ph.D. Candidate
UC DAVIS
Agricultural and Resource Economics
*
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