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st: bootstrap _b VS bootstrap _se
From
Sirak <[email protected]>
To
[email protected]
Subject
st: bootstrap _b VS bootstrap _se
Date
Tue, 20 Jul 2010 10:08:27 +0200
Dear stata list members,
I have run bootsraping for coefficient and standard deviation with
some constraints as in the following:
constraint 1 _b[y3x1] = 1 - _b[y2:x1] - _b[y1:x1]///
constraint 2 _b[y3x2] = 1 - _b[y2:x2] - _b[y1:x2]///
constraint 3 _b[y3x3] = 1 - _b[y2:x3] - _b[y1:x3]///
1) bootstrap _b, reps(100) : sureg (y1 x1 x2 x3 x4) (y2 x1 x2
) (y3 x1 x2 x4 ), constraints (1 2 3) ///
2) bootstrap _se, reps(100) : sureg (y1 x1 x2 x3 x4) (y2 x1 x2
) (y3 x1 x2 x4 ), constraints (1 2 3) ///
In the first equation the constraint works properly and I found the
sum of respective X's in each equation is one. However, in the second
equation, i got the estimates.....no errors are observed..., but the
constraint that the sum of each respective x equals to one fails.
Can some one tell me what could be the possible reason? whyt the sum
of the coefficients in the estimates of bootstrap _se are not sum up
to one?
Thanks in advance,
Regards,
Sirak
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