--- Sara Mottram <[email protected]> wrote:
> I am trying to get an estimate of bias in the regression coefficients
> from a partial proportional odds model that I have fitted using
> -gologit2-. A colleague tells me that she has previously obtained an
> estimate of bias from the -logit- function using -bs- in Stata 7. I
> can replicate this (with -logit-) as long as I don't have any
> indicator variables (i.e. I don't use the xi: prefix) in Stata 9.2.
> However, the output I get when I use -bs- with -gologit2- doesn't
> make much sense, I get too many sets of coefficients (5, when I only
> 3 levels to my dependent variable - see output below).
>
> . bs "gologit2 cohortsev agegrp1 agegrp2 agegrp3 gender ass_4 rad_k
> ffdef knflex, npl(gender)" _b _se
First, off all you are both bootstrapping the regression coefficients
and their parametrically estimated standard error (you are computing
the standard error of the standard error). This is legal (the standard
error is an estimate so there will be sampling error around that
estimate as well), but I don't think that that is what you want, which
may explain why you get "too many sets of coefficients". To avoid
estimating the standard error of the standard error you will have to
remove _se from the command.
Second, you do not need to use -bs- if you want to see the bias. You
can see the bias after the -bootstrap- command by typing
-estat bootstap- after you have used -bootstrap-. So this way you can
use the more up to date implementation of the bootstrap.
Third, just as the standard error is an estimate and has itself a
standard error, so does the bias, and Efron and Tibshirani (1993, pp.
138) warn that the uncertainty around the bias can be large. So, be
careful.
Hope this helps,
Maarten
Bradley Efron and Robert J. Tibshirani (1993) An Introduction to the
Bootstrap. Chapman & Hall/CRC.
-----------------------------------------
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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