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Re: st: standard errors not available after -bs4rw-
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: standard errors not available after -bs4rw-
Date
Mon, 9 Jan 2012 10:01:21 -0600
You may have more statistics (80 in your example, I believe) than you
have strata. In this case, the vce matrix of the estimates is
degenerate: you have fewer degrees of freedom in your estimation space
than you have the parameters that you want to estimate. I would
imagine that -bs4rw- would produce a warning message in this
situation, but this may be a tricky thing for it to figure out, and
-bs4rw- may or may not have a check for this situation.
If -estimate- is the command you've written, be aware that this is a
terrible name. In the worst case, Stata may confuse it with
-estimates-, and would try to pull the estimates from the first
command with the original weights, rather than run your command. Thus
you end up with zero variability. As a result, you get 0 diagonal
entries in e(V) which are shown as missing values by Stata estimation
output engine. Pick a more distinguishable name, something like
MyXElasticityEstimation.
2012/1/9 Stefano Verde <[email protected]>:
> Dear Statalist users,
>
> I have estimated a system of demand and then bootstrapped price and
> income elasticites using -bsweights- and -bs4rw-.
>
> The problem is that I didn't get the standard errors and I don't know why.
>
> There follows the command I used and the output I got.
>
> I hope once again someone may help me.
>
> Thanks.
> Stefano Verde
>
> COMMAND:
>
> svyset _n [pw = GF], strata(hbs)
> bsweights bsw, n(0) reps(200) seed(1)
>
> bs4rw y_1 = r(y_1) y_2 = r(y_2) y_3 = r(y_3) y_4 = r(y_4) y_5 =
> r(y_5) y_6 = r(y_6) y_7 = r(y_7) y_8 = r(y_8) ///
> inc_1 = r(inc_1) inc_2 = r(inc_2) inc_3 = r(inc_3) inc_4 = r(inc_4)
> inc_5 = r(inc_5) inc_6 = r(inc_6) inc_7 = r(inc_7) inc_8 = r(inc_8)
> ///
> eta_1_1 = r(eta_1_1) eta_1_2 = r(eta_1_2) eta_1_3 = r(eta_1_3)
> eta_1_4 = r(eta_1_4) eta_1_5 = r(eta_1_5) eta_1_6 = r(eta_1_6) eta_1_7
> = r(eta_1_7) eta_1_8 = r(eta_1_8) ///
> eta_2_1 = r(eta_2_1) eta_2_2 = r(eta_2_2) eta_2_3 = r(eta_2_3)
> eta_2_4 = r(eta_2_4) eta_2_5 = r(eta_2_5) eta_2_6 = r(eta_2_6) eta_2_7
> = r(eta_2_7) eta_2_8 = r(eta_2_8) ///
> eta_3_1 = r(eta_3_1) eta_3_2 = r(eta_3_2) eta_3_3 = r(eta_3_3)
> eta_3_4 = r(eta_3_4) eta_3_5 = r(eta_3_5) eta_3_6 = r(eta_3_6) eta_3_7
> = r(eta_3_7) eta_3_8 = r(eta_3_8) ///
> eta_4_1 = r(eta_4_1) eta_4_2 = r(eta_4_2) eta_4_3 = r(eta_4_3)
> eta_4_4 = r(eta_4_4) eta_4_5 = r(eta_4_5) eta_4_6 = r(eta_4_6) eta_4_7
> = r(eta_4_7) eta_4_8 = r(eta_4_8) ///
> eta_5_1 = r(eta_5_1) eta_5_2 = r(eta_5_2) eta_5_3 = r(eta_5_3)
> eta_5_4 = r(eta_5_4) eta_5_5 = r(eta_5_5) eta_5_6 = r(eta_5_6) eta_5_7
> = r(eta_5_7) eta_5_8 = r(eta_5_8) ///
> eta_6_1 = r(eta_6_1) eta_6_2 = r(eta_6_2) eta_6_3 = r(eta_6_3)
> eta_6_4 = r(eta_6_4) eta_6_5 = r(eta_6_5) eta_6_6 = r(eta_6_6) eta_6_7
> = r(eta_6_7) eta_6_8 = r(eta_6_8) ///
> eta_7_1 = r(eta_7_1) eta_7_2 = r(eta_7_2) eta_7_3 = r(eta_7_3)
> eta_7_4 = r(eta_7_4) eta_7_5 = r(eta_7_5) eta_7_6 = r(eta_7_6) eta_7_7
> = r(eta_7_7) eta_7_8 = r(eta_7_8) ///
> eta_8_1 = r(eta_8_1) eta_8_2 = r(eta_8_2) eta_8_3 = r(eta_8_3)
> eta_8_4 = r(eta_8_4) eta_8_5 = r(eta_8_5) eta_8_6 = r(eta_8_6) eta_8_7
> = r(eta_8_7) eta_8_8 = r(eta_8_8) ///
> , rw(bsw*): estimate [pw = GF]
>
>
> OUTPUT:
>
> BS4Rweights replications (200)
> ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
> .................................................. 50
> .................................................. 100
> .................................................. 150
> .................................................. 200
> BS4Rweights results Number of obs = 30086
> Replications = 200
> command: estimate [pweight= GF]
> y_1: r(y_1)
> y_2: r(y_2)
> y_3: r(y_3)
> y_4: r(y_4)
> y_5: r(y_5)
> y_6: r(y_6)
> y_7: r(y_7)
> y_8: r(y_8)
> inc_1: r(inc_1)
> inc_2: r(inc_2)
> inc_3: r(inc_3)
> inc_4: r(inc_4)
> inc_5: r(inc_5)
> inc_6: r(inc_6)
> inc_7: r(inc_7)
> inc_8: r(inc_8)
> eta_1_1: r(eta_1_1)
> eta_1_2: r(eta_1_2)
> eta_1_3: r(eta_1_3)
> eta_1_4: r(eta_1_4)
> eta_1_5: r(eta_1_5)
> eta_1_6: r(eta_1_6)
> eta_1_7: r(eta_1_7)
> eta_1_8: r(eta_1_8)
> eta_2_1: r(eta_2_1)
> eta_2_2: r(eta_2_2)
> eta_2_3: r(eta_2_3)
> eta_2_4: r(eta_2_4)
> eta_2_5: r(eta_2_5)
> eta_2_6: r(eta_2_6)
> eta_2_7: r(eta_2_7)
> eta_2_8: r(eta_2_8)
> eta_3_1: r(eta_3_1)
> eta_3_2: r(eta_3_2)
> eta_3_3: r(eta_3_3)
> eta_3_4: r(eta_3_4)
> eta_3_5: r(eta_3_5)
> eta_3_6: r(eta_3_6)
> eta_3_7: r(eta_3_7)
> eta_3_8: r(eta_3_8)
> eta_4_1: r(eta_4_1)
> eta_4_2: r(eta_4_2)
> eta_4_3: r(eta_4_3)
> eta_4_4: r(eta_4_4)
> eta_4_5: r(eta_4_5)
> eta_4_6: r(eta_4_6)
> eta_4_7: r(eta_4_7)
> eta_4_8: r(eta_4_8)
> eta_5_1: r(eta_5_1)
> eta_5_2: r(eta_5_2)
> eta_5_3: r(eta_5_3)
> eta_5_4: r(eta_5_4)
> eta_5_5: r(eta_5_5)
> eta_5_6: r(eta_5_6)
> eta_5_7: r(eta_5_7)
> eta_5_8: r(eta_5_8)
> eta_6_1: r(eta_6_1)
> eta_6_2: r(eta_6_2)
> eta_6_3: r(eta_6_3)
> eta_6_4: r(eta_6_4)
> eta_6_5: r(eta_6_5)
> eta_6_6: r(eta_6_6)
> eta_6_7: r(eta_6_7)
> eta_6_8: r(eta_6_8)
> eta_7_1: r(eta_7_1)
> eta_7_2: r(eta_7_2)
> eta_7_3: r(eta_7_3)
> eta_7_4: r(eta_7_4)
> eta_7_5: r(eta_7_5)
> eta_7_6: r(eta_7_6)
> eta_7_7: r(eta_7_7)
> eta_7_8: r(eta_7_8)
> eta_8_1: r(eta_8_1)
> eta_8_2: r(eta_8_2)
> eta_8_3: r(eta_8_3)
> eta_8_4: r(eta_8_4)
> eta_8_5: r(eta_8_5)
> eta_8_6: r(eta_8_6)
> eta_8_7: r(eta_8_7)
> eta_8_8: r(eta_8_8)
> ------------------------------------------------------------------------------
> | Observed Bootstrap Normal-based
> | Coef. Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> y_1 | .3998523 . . . . .
> y_2 | .4559686 . . . . .
> y_3 | .5174003 . . . . .
> y_4 | .3380258 . . . . .
> y_5 | .5568904 . . . . .
> y_6 | .3787087 . . . . .
> y_7 | .7803064 . . . . .
> y_8 | 1.21629 . . . . .
> inc_1 | .5557964 . . . . .
> inc_2 | .6337983 . . . . .
> inc_3 | .7191887 . . . . .
> inc_4 | .4698573 . . . . .
> inc_5 | .7740801 . . . . .
> inc_6 | .5264068 . . . . .
> inc_7 | 1.084629 . . . . .
> inc_8 | 1.690648 . . . . .
> eta_1_1 | -1.89317 . . . . .
> eta_1_2 | -.0727103 . . . . .
> eta_1_3 | .151156 . . . . .
> eta_1_4 | .0648102 . . . . .
> eta_1_5 | -.138454 . . . . .
> eta_1_6 | -.0389473 . . . . .
> eta_1_7 | .3558517 . . . . .
> eta_1_8 | 1.014867 . . . . .
> eta_2_1 | .0694065 . . . . .
> eta_2_2 | -1.385936 . . . . .
> eta_2_3 | -.0832117 . . . . .
> eta_2_4 | -.1897799 . . . . .
> eta_2_5 | -.0243403 . . . . .
> eta_2_6 | -.0453031 . . . . .
> eta_2_7 | -.0487166 . . . . .
> eta_2_8 | 1.071893 . . . . .
> eta_3_1 | .8306946 . . . . .
> eta_3_2 | -.3898354 . . . . .
> eta_3_3 | -2.838805 . . . . .
> eta_3_4 | .2620328 . . . . .
> eta_3_5 | -.1987965 . . . . .
> eta_3_6 | .0315531 . . . . .
> eta_3_7 | .6176969 . . . . .
> eta_3_8 | .8521403 . . . . .
> eta_4_1 | .2346172 . . . . .
> eta_4_2 | -.3385684 . . . . .
> eta_4_3 | .031579 . . . . .
> eta_4_4 | -1.147615 . . . . .
> eta_4_5 | -.1969031 . . . . .
> eta_4_6 | -.2011925 . . . . .
> eta_4_7 | .0415628 . . . . .
> eta_4_8 | 1.106571 . . . . .
> eta_5_1 | -.3696255 . . . . .
> eta_5_2 | -.1482842 . . . . .
> eta_5_3 | -.1515551 . . . . .
> eta_5_4 | -.5445163 . . . . .
> eta_5_5 | -1.316036 . . . . .
> eta_5_6 | .3110652 . . . . .
> eta_5_7 | .6266952 . . . . .
> eta_5_8 | .7930389 . . . . .
> eta_6_1 | .1063619 . . . . .
> eta_6_2 | -.0871438 . . . . .
> eta_6_3 | -.0199471 . . . . .
> eta_6_4 | -.2508928 . . . . .
> eta_6_5 | .173963 . . . . .
> eta_6_6 | -1.557508 . . . . .
> eta_6_7 | .1717459 . . . . .
> eta_6_8 | .9357583 . . . . .
> eta_7_1 | .1289658 . . . . .
> eta_7_2 | -.1080163 . . . . .
> eta_7_3 | .0798288 . . . . .
> eta_7_4 | -.0342466 . . . . .
> eta_7_5 | .1104611 . . . . .
> eta_7_6 | .0289758 . . . . .
> eta_7_7 | -1.860794 . . . . .
> eta_7_8 | .5914117 . . . . .
> eta_8_1 | .0801444 . . . . .
> eta_8_2 | .5277578 . . . . .
> eta_8_3 | .1159767 . . . . .
> eta_8_4 | .2759109 . . . . .
> eta_8_5 | .0750951 . . . . .
> eta_8_6 | .1897172 . . . . .
> eta_8_7 | .2890859 . . . . .
> eta_8_8 | -3.239046 . . . . .
> ------------------------------------------------------------------------------
>
> *
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--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/