Re: st: bootstrap _b VS bootstrap _se

[Sirak <sirak22@googlemail.com>]

Thanks Marteen for your valuable comment as usual. But one think I
didnt get it here is,
the coefficients for  sureg  and bootstrap _b, reps(1000) : sureg  are
the same. the change is only in standard deviation and confidence
interval. I was expecting to see a little change in the coeeficients,
but none of them changed.
 I have read this suggested that the original findings were
replicated. Is that right?
Thanks for the help.
best regards,
Sirak


On Tue, Jul 20, 2010 at 10:52 AM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- On Tue, 20/7/10, Sirak wrote:
>> 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.
>
> In the second command you are bootstrapping the standard
> errors, i.e. you are looking how uncertain your estimate
> of uncertainty is. That is didactically not a bad idea, it
> clearly illustrates that we should not take our p-value of
> 5% to strictly as there is uncertainty in that p-value as
> well. However, I doubt whether that is what you want to do
> here.
>
> Anyhow, the constraint you specified says that your
> parameters add up to one, not that your standard errors add
> up to one. So Stata does exactly what you told it to do.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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