Confidence intervals from bootstrapping very narrow

I am trying estimate some parameters of a probit model through maximum likelihood estimation. From that I can use the profile likelihood to get the CI for these parameters. And I know that this can be done with bootstrapping as well, and as far as I know, this should actually increase the range of CI. However, I have now been doing exactly that (1000 time bootstrap), and my CI’s are narrower than ever.

What could be the cause of this ?

submitted by /u/Lynild
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Nevin Manimala

Nevin Manimala is interested in blogging and finding new blogs

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