RE: st: poisson and bootstrap with clustered data

["Litovitz, Aviva" <litovitz@prgs.edu>]

Austin Nichols suggested I might be having problems running the following command because I am basing the FE on the "newid" generated by the bootstrap:
	. xi: bootstrap, reps(2) cluster(person_id) idcluster(newid) noisily: poisson pub_count loggrantp07 i.newid

I don't have problems with this formulation when I run a linear model, so I'm not sure that's the problem.

For example, I get identical results from the following two commands, with the first being the linear equivalent of the command line above:
	. xi: bootstrap, seed(111) cluster(person_id) idcluster(newid): reg pub_count loggrantp07 i.newid
	. xtreg pub_count loggrantp07, i(person_id) fe vce(bootstrap, seed(111))

Does anybody have any idea why it wouldn't work for the poisson model and what I might try?

Any help is greatly appreciated!
Aviva

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Litovitz, Aviva
Sent: Monday, February 03, 2014 12:31 PM
To: 'statalist@hsphsun2.harvard.edu'
Subject: RE: st: poisson and bootstrap with clustered data

Thanks Austin.  I'm not using -xtpoisson- because I'm trying to figure out why your -ivpois- command isn't working for me when I try to bootstrap clusters, and I'm guessing the problems might be related.

Unfortunately I get similar errors when I generate dummies based on i.person_id.  I can look into suppressing the FE estimates, but I want to make sure I'm not doing something wrong.

Also, if I understand correctly, the bootstrap treats each draw of a cluster as a separate and distinct cluster.  So wouldn't I want them to have different fixed effect dummies?  Say I group together two draws of the same cluster.  If I estimate the FE for these two draws together aren't I saying I have 2x the data for this cluster than I actually do?

Thanks for your help and your patience!
Aviva

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Austin Nichols
Sent: Monday, February 03, 2014 11:53 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: poisson and bootstrap with clustered data

Aviva Litovitz < litovitz@prgs.edu >:

You should probably get errors for any of those, since what is the meaning of combining coefficients on a newly created id across multiple resampled datasets? I.e. if you pick the 5th case in a bsample and none of the first 4 cases, it will be measured in _Inewid1, but if you pick the 4th case and none of the first 3 cases, it will be measured in _Inewid1, and then you are trying to aggregate those fixed effects for different units in one coef, which means the variance of those estimates should be dramatically overstated by the bootstrap. You could just use i.person_id instead of i.newid, since the same persons will give the same FE. But why not just use xtpoisson?  Or you can wrap your estimation in an e-class -program- and just save the coefs of interest (i.e. suppress the FE).

On Mon, Feb 3, 2014 at 2:21 PM, Litovitz, Aviva <litovitz@prgs.edu> wrote:
> Statalist,
>
> I am trying to use the -bootstrap- command with a poisson model and clustered data in Stata 10.  I am trying to get the bootstrap process to work because the goal is to apply -bootstrap- to the -ivpois- command (add-in module by Austin Nichols).  I am running into bootstrap failures in both cases and I'm guessing they may be related.
>
> The following is my command for estimation with -poisson-:
>         . xi: bootstrap, reps(2) cluster(person_id) idcluster(newid)
> noisily: poisson pub_count loggrantp07 i.newid
>
> My errors look like this:
>         captured error in [pub_count]_b[_Inewid_6], posting missing value
>         captured error in [pub_count]_b[_Inewid_11], posting missing value
>         captured error in [pub_count]_b[_Inewid_12], posting missing value....
> With each run there are errors with some but not all of the _Inewid_* and the values change from run to run.
>
> I obtain estimates if I leave out the i.newid dummies, if I leave out the cluster component of the bootstrap, or if I run -poisson- using -vce- instead of -bootstrap-:
>         . xi: poisson pub_count loggrantp07 i.person_id, vce(cluster
> person_id)
>
> Thanks for your time and any tips are greatly appreciated!
> Aviva
>
>
>
>
> ______________________________________
>
> Aviva Litovitz
> Fellow, Pardee RAND Graduate School
> RAND Corporation
> 1776 Main St, Santa Monica CA 90401
> (310) 393-0411, ext. 6636
>
>
>
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