Silvia Forni wrote:
> I want to estimate bootstrap CI of parameters estimated by a logistic
> regression.
> The event i'm studing is quite rare (2%)and so in many bootstrap
> replications (96/100) paramenters could not be estimated.
>
> I increased the number of replication (5000)to obtain 300 completed
> replications, but i'm not sure it's the right method.
> Does somebody know if there are other methods?
I can't advise on whether or not it's sensible to -bootstrap- after
-logit-, as I've never tried. However, there is an alternative to
rare-events logistic modelling in -logit-: you can also try Gary King and
Langche Zeng's -relogit-, available via
http://gking.harvard.edu/stats.shtml#relogit
and then click on the -relogit- Stata version. There are two downsides to
using this:
(1) it's not the latest version of this package outright (there's a more
up-to-date version available as part of his Zelig package, which runs
on R);
(2) its model summary statistics are nowhere near as comprehensive as in
-logit-.
However, to stress, I don't know if -bootstrap- would run properly with
-relogit-, but try and see.
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