st: question on bootrapping in stata

[Lijiang Shen <lshen@uga.edu>]

Dear All,

I have a question regarding bootstrapping in Stata. In a paper, I  
simulated a bivariate data set and then censored one variable, thus  
creating a censored DV. I ran a tobit regression model, and then  
bootstrapped the model to repeat 1000 times, which yielded estimates  
of standard errors and 95% confidence intervals for the tobit  
coefficient. One reviewer commented that nothing could be gained  
from  bootstrapping the tobit model since there is one sample. My  
understanding was bootstrapping did provide some estimate of the  
sampling distribution of tobit coefficients and can be used to assess  
their robustness. But I could be totally wrong since I have very  
limited knowledge on monte carlo study and bootstrapping. I wonder if  
you could provide some comments/suggestions/advice?

Thank you very much.

Lijiang
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