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st: Question concerning Bootstrapping in Stata
From
Anna-Leigh Stone <[email protected]>
To
statalist <[email protected]>
Subject
st: Question concerning Bootstrapping in Stata
Date
Mon, 23 Jul 2012 11:11:55 -0500
Hello,
I am running a fractional probit model in STATA 12 using the glm
command. I have a panel data set of almost 200 companies over 50
years. I am then bootstrapping 500 times to get the average partial
effects. I am bootstrapping using the -bootstrap- command and
following options: reps(500) seed(123) cluster(gvkey)
idcluster(newid). Where gvkey is my company code. When STATA is
bootstrapping, sometimes I have red x's appear. Then at the end of the
bootstrapping I get a message like the following:
Note: one or more parameters could not be estimated in 81 bootstrap replicates;
standard-error estimates include only complete replications.
I was wondering what this means and if it invalidates my results?
Thank you,
Anna-Leigh
--
Anna-Leigh Stone
Finance PHD Candidate 2014
MA/EC 2011
MSF 2010
[email protected]
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