Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: oheckman w/twostep - can I bootstrap for a Wald?
From
Trent Spaulding <[email protected]>
To
[email protected]
Subject
st: oheckman w/twostep - can I bootstrap for a Wald?
Date
Mon, 8 Jul 2013 16:38:08 -0400
Can anyone check me on this?
What I am trying to get: Estimates of the Wald or LR tests.
Details:
- Ordered categorical variable has five levels.
- Running a similar model on several outcome variables
- I have not successfully got the FIML estimation to converge, so I am
using twostep
Question: Is the following providing me a Wald test (or reasonable substitute)?
-------CODE--------
capture program drop aepost
program aepost, eclass
tempname bb
oheckman **model specifications*** twostep
matrix `bb'= e(rho)
ereturn post `bb'
end
bootstrap _b, reps(100) nowarn: aepost
test rho0=rho1=rho2=rho3=rho4=0
-------OUTPUT--------
Bootstrap results Number of obs = 2275
Replications = 100
------------------------------------------------------------------------------
| Observed Bootstrap Normal-based
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
rho0 | -.2564272 .2127177 -1.21 0.228 -.6733463 .1604919
rho1 | -.2837067 .1870317 -1.52 0.129 -.650282 .0828687
rho2 | -.043747 .3578368 -0.12 0.903 -.7450943 .6576004
rho3 | -.471063 .262215 -1.80 0.072 -.984995 .042869
rho4 | -.6076915 .1845782 -3.29 0.001 -.9694582 -.2459249
------------------------------------------------------------------------------
. test rho0=rho1=0
( 1) rho0 - rho1 = 0
( 2) rho0 = 0
chi2( 2) = 4.14
Prob > chi2 = 0.1264
. test rho0=rho1=rho2=rho3=rho4=0
( 1) rho0 - rho1 = 0
( 2) rho0 - rho2 = 0
( 3) rho0 - rho3 = 0
( 4) rho0 - rho4 = 0
( 5) rho0 = 0
chi2( 5) = 17.02
Prob > chi2 = 0.0045
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/