Re: st: -bs- with the xi: prefix and -gologit2-

[Sara Mottram <s.mottram@cphc.keele.ac.uk>]

Thank you to Maarten and Richard for their helpful comments. I now have 
the estimates of bias.
Best wishes,
Sara

Maarten buis wrote:

> --- Sara Mottram <s.mottram@cphc.keele.ac.uk> 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/
> -----------------------------------------
>
>
>       __________________________________________________________
> Sent from Yahoo! Mail.
> A Smarter Inbox. http://uk.docs.yahoo.com/nowyoucan.html
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>   
--
Sara Mottram	
Research Assistant: Biostatistics
Primary Care Musculoskeletal Research Centre
Primary Care Sciences
Keele University
Staffordshire, ST5 5BG
Tel:  	+44 (0) 1782 584711
Fax:  	+44 (0) 1782 583911
Email:	s.mottram@cphc.keele.ac.uk

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/