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From |
jpitblado@stata.com (Jeff Pitblado, Stata Corp.) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Bootstrapping vectors of statistics |

Date |
Thu, 30 Jan 2003 17:56:56 -0600 |

Rob Williams <rwilliam@eco.utexas.edu> asks about bootstrapping many results that are stored in variables: > I have a program that calculates a large number of statistics for each > income quintile in my sample. To make this manageable, I store the > estimates as variables--each statistic that I've calculated is a variable, > and there are 5 observations, one for each quintile. I want to bootstrap > the results, using the bstrap command. But it appears that bstrap only > works for outputs that are scalars. I could break up the variables into > scalars, so that the post command that ends the bootstrap program would be > something like > post `1' (stat1[1]) (stat1[2]) (stat1[3]) (stat1[4]) (stat1[5]) (stat2[1]) > (stat2[2]) etc, etc, etc > but that would be incredibly tedious, because there are a lot of statistics. > Is there any way to simplify this by posting variables (or vectors) of > results? > I should note that I'm quite new to Stata programming, so I could be missing > an obvious way to do this. Doing this with -bstrap- prior to Stata 8 would take a decent amount of programming. In Stata 8 there is the new -bootstrap- command, which has the same expression syntax as -jknife-; i.e. _b and _se. For example, we can now bootstrap all the coefficients from a regression: . bootstrap "regress mpg weight length ..." _b To take advantage of this syntax, Rob will have to modify his program to make it an -eclass- command that posts the values of interest into -e(b)- instead of placing them in variables. Then Rob could do something like: . bootstrap "robscmd ..." _b, reps(100) Technical note: -ereturn post- requires a variance matrix. The way around this is to post a square matrix of zeros (that has equal row and column names). Here is a bare-bones example that posts the vector (1,2,3,4) to e(b) and the zero matrix to e(V). program define jj, eclass version 8.0 tempname bb vv matrix `bb' = 1,2,3,4 matrix `vv' = 0*I(colsof(`bb')) local cn : colnames `vv' matrix rownames `vv' = `cn' ereturn post `bb' `vv' end Here is a log of the result: ***** BEGIN log . jj . mat li e(b) e(b)[1,4] c1 c2 c3 c4 y1 1 2 3 4 ***** END log --Jeff jpitblado@stata.com * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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