Jingjing Li <[email protected]> is using -bootstrap- with -sureg, isure- but
is getting the 'last estimates not found' error:
> I am doing seemingly unrelated regression, using "sureg()()(),
> const()isure". Since the number of my observations is very small, I am
> tring to do it again with bootsrap method. Now I have two questions:
>
> 1. The first command I used was " bootstrap _b, reps(500):
> sureg()()(), const()isure". But it took such a long time, so I changed
> reps(500) to reps(2) to have a try. At the end there is an error:
> r(301), last estimations not found.
>
> Then I dropped "isure", so the command becomes " bootstrap _b,
> reps(500): sureg()()(), const()". This time the results came out
> quickly. Does that mean "bootsrtap" can't be used with "isure"? Why?
> Then how can I get the bootsrap results base on my origianl sureg with
> "isure"? Since the coef. based on sureg with and without "isure" are
> totally different.
>
> 2. I find the coef. after bootstraping are exactly the same as the
> original regression. I am wondering if the only thing I should care
> about is p value. If bootsrap p value is similar to the original one,
> it means the original regression results based on small number of
> observations is correct. Is it right?
Martin Weiss answered Jingjing's second point above, so I'll address the
first point.
-sure- appears unable to replay it's own results when the -isure- option is
specified. We will fix this and have it ready in a future (probably the very
next) ado-file update.
--Jeff
[email protected]
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