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Bootstrap estimation
Posted: 06 Dec 2022, 17:45
by psalazar
Dear all,
I ran my MNL models and would like to use bootstrap estimation. I checked the Apollo manual (pp. 129), but I don't know how to add the bootstrap_settings (nRep) option to use 1000 bootstrap samples (default is 30).
Could you please give me an example (code syntax)? Many thanks!
Best wishes,
Pamela.
Re: Bootstrap estimation
Posted: 02 Feb 2023, 11:29
by stephanehess
Hi
sorry for the slow reply. You can see all you need via ?apollo_bootstrap
you then just need e.g.
Code: Select all
apollo_bootstrap(
apollo_beta,
apollo_fixed,
apollo_probabilities,
apollo_inputs,
bootstrap_settings = list(nRep = 1000)
)
Stephane
Re: Bootstrap estimation
Posted: 08 Feb 2023, 15:23
by psalazar
Hi Stephane,
Many thanks!
May I ask you for suggestions when using bootstrap estimation with mixed logits? each model is taking various days to run.
Best wishes,
Pamela.
Re: Bootstrap estimation
Posted: 01 Mar 2023, 09:48
by stephanehess
Pamela
there's not much you can do about that. With more complex model, each run takes longer of course.
What is your aim in using bootstrap estimation?
Stephane
Re: Bootstrap estimation
Posted: 02 Mar 2023, 01:35
by psalazar
Hi Stephane,
Many thanks for your response. I am running bootstrap estimations because to determine the relative “weight” of the attributes, I calculated relative scores, and I want to obtain a 95% confidence interval around each of them. I am following these two papers:
-Genie, M.G., Ryan, M., & Krucien, N. (2021). To pay or not to pay? Cost information processing in the valuation of publicly funded healthcare. Social Science & Medicine, 276, 113822.
-Gonzalez, J. (2019). A Guide to Measuring and Interpreting Attribute Importance. The Patient - Patient-Centered Outcomes Research, 12, 1-9.
Best wishes,
Pamela.
Re: Bootstrap estimation
Posted: 02 Mar 2023, 12:00
by stephanehess
Pamela
these are simple calculations that are similar to marginal rates of substitution. If your coefficients are non-random, then you should be able to calculate the standard errors using the delta method in Apollo, rather than bootstrapping. But are yours random? If so, can you be sure that the measures have finite moments?
Stephane
Re: Bootstrap estimation
Posted: 09 Aug 2023, 15:21
by esadergin
Hi all,
I want to use bootstrap estimation in order to analyze the statistical accuracy for parameter estimates of latent class models. I want to check the confidence intervals for the parameters of the LCMs, based on parametric bootstrap. As a result of the bootstrap estimation of the LCM example, it gives LL of numerous samples. What should have done after this step to get the comparable result?
Many thanks.
Best regards.
Re: Bootstrap estimation
Posted: 09 Aug 2023, 17:23
by stephanehess
Hi
apollo_bootstrap returns not just the LL but also the parameter estimates for the different samples, as described in the help file. From these, you can compute confidence intervals. You're possibly only looking at the on screen output
Alternatively, you can also call apollo_estimate with bootstrapSE, see again the help file
Best wishes
Stephane