Re: st: bootstrapping question

[Maarten Buis <maartenlbuis@gmail.com>]

On Wed, Sep 11, 2013 at 4:14 PM, Shuaizhang Feng wrote:
> I have a question on using bootstrap to generate standard errors.
> Suppose I have a sample of size N, with three variables: x1, x2, and
> x3, all of them are zero/one dummies. Further, for any observation:
> x1+x2+x3=1.  What i am interested is m=sum(x1)/sum(x2), or
> equivalently m=mean(x1)/mean(x2).  how can i use stata bootstrap
> command to estimate standard errors for m?

The estimate m you are asking for is sometimes called a relative risk
or sometimes an odds. Whatever you call it, it can be estimated as the
exponentiated constant of a multinomial logit model without
covariates. Once you know that, computing regular, robust, bootstrap,
jackknife standard errors is just a matter of specifying the -vce()-
option inside -mlogit-:

*------------------ begin example ------------------
sysuse nlsw88, clear

// lets compute that odds manually:
sum married
tempname m_married
scalar `m_married' = r(mean)
sum never_married
di as txt "manually computed odds: " ///
   as result `m_married'/r(mean)

// use mlogit to compute those odds:
gen byte marst = !never_married + married  ///
    if !missing(never_married, married)
label variable marst "marital status"
label define marst 0 "never married"       ///
                   1 "divorced or widowed" ///
                   2 "married"
label value marst marst

mlogit marst, base(0) rrr

// do the bootstrap
mlogit marst, base(0) rrr vce(bootstrap, reps(100))
*------------------- end example -------------------
* (For more on examples I sent to the Statalist see:
* http://www.maartenbuis.nl/example_faq )

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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