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Re: st: Bootstrap and missing data


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Bootstrap and missing data
Date   Mon, 11 Dec 2006 16:15:19 +0000 (GMT)

--- Eva Batistatou wrote:
> I've got a dataset with missing obervations.I want to apply
regression
> calibration with bootstraped standard errors, but I don't want to
> impute the missing values.Does the 'bootstrap' option give reliable
> results under the dataset I've got?

If the missing data are missing completely at random (MCAR) then
bootstrap or normal standard errors will be fine, if they are not MCAR
then the standard errors and the regression parameters will be off. In
other words: the bootstrap doesn't help when dealing with missing
values.
Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

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