[Limdep Nlogit List] bootsraping elasticities

William Greene wgreene at stern.nyu.edu
Thu Mar 26 00:33:56 EST 2009

Dr. Tchetchik.
You should be doing this operation inside a procedure.
The manual contains a chapter on this subject. The procedure
will control the sampling.
/Bill Greene

----- Original Message -----
From: "Dr. Anat Tchetchik" <manes at agri.huji.ac.il>
To: limdep at limdep.itls.usyd.edu.au
Sent: Wednesday, March 25, 2009 8:42:23 AM GMT -05:00 US/Canada Eastern
Subject: [Limdep Nlogit List] bootsraping elasticities

Hi all, 

I am trying to estimate the significance of calculated elasticities by bootstrapping. 


My model seems to work fine, however, I need to run it over samples to check the elasticities singnificance. Unfortunatly, I've tryed to sample my data and run the whole  procedure (probit +4 selection equations) with no success, it only runs the probit and afterwards uses again n the original data and not the drown one.  

The  command I use for the sampling is:



And the full model is:


PROBIT;Lhs=i2;Rhs=one,lny,age,age2,fs,lnfs,gender,work,tzabar2,abourd,sjan,sfeb, smar,sapr,smay,sjun,sjul,saug,ssep,soct,snov;hold;Wts=WEIGHT$

select; Lhs=LNPHIN3;Rhs=one,lny,age,fs3,gender,work,edu2,tzabar2,dest,lny_dest;mle; robust;Wts=WEIGHT;keep=piesfit$

select; Lhs=LNPHIS3;Rhs=one,lny,age,fs3,gender,edu2,mar2,tzabar2,dest,lny_dest;mle; robust;Wts=WEIGHT;keep=pienfit$

select; Lhs=WN3;Rhs=one,lny,lny_dest,age,fs3,mar2,dest,edu2,pienfit,piesfit,lnpndest,lnpsdest;mle; robust;Wts=WEIGHT$ 

select; Lhs=WS3;Rhs=one,lny,lny_dest,age,fs3,mar2,dest,edu2,pienfit,piesfit,lnpndest,lnpsdest;mle; robust;Wts=WEIGHT$



How do I sample my data?

Any help will be greatly appreciated.


Anat Tchetchik, Ph.D.

The Department of Agricultural Economics

The Hebrew University of Jerusalem

Tel: 08-9489231

cell: 054-4928740




Limdep site list
Limdep at limdep.itls.usyd.edu.au

More information about the Limdep mailing list