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RE: st: Bootstrap


From   "Joao Pedro W. de Azevedo" <jazevedo@provide.com.br>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Bootstrap
Date   Thu, 14 Aug 2003 16:36:37 +0100

Many thanks...
Is there any way that I can see all the available matrixs after the
bootstrap command? I've tried matrix dir, but nothing come up.
What about the mean value? Where is it saved?
Many thanks once again,
JP



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jeff Pitblado,
Stata Corp.
Sent: Thursday, August 14, 2003 8:31 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Bootstrap



Joao Pedro W. de Azevedo <j.p.azevedo@ncl.ac.uk> asks who to access the
confidence limits produced by the -bootstrap- command:

> I would like to know how I can save the bootstraped 95% confidence
intervals
> of a mean.  It would be best for me to save this either as a scalar or a
> local, since I will be using these values to generate a special tabulation
> of several variables.
> 
> bootstrap "summarize mpg, detail" r(mean), reps(1000)
> 
> Bootstrap statistics                              Number of obs    =
> 74
>                                                   Replications     =
> 1000
> 
>
----------------------------------------------------------------------------
> --
> Variable     |  Reps  Observed      Bias  Std. Err. [95% Conf. Interval]
>
-------------+--------------------------------------------------------------
> --
>        _bs_1 |  1000  21.43243 -.0398646  .7065564   20.04593   22.81894
> (N)
>              |                                       20.06757    22.7973
> (P)
>              |                                       20.14865   22.85135
> (BC)
>
----------------------------------------------------------------------------
> --
> Note:  N   = normal
>        P   = percentile
>        BC  = bias-corrected

The conficence limits are saved in matrices in e().  From [R] bootstrap:

	e(ci_normal)	normal-approximation Conficence limits
	e(ci_percent)	percentile Conficence limits
	e(ci_bc)	bias-corrected Conficence limits
	e(ci_bca)	bias-corrected and accelerated Conficence limits

--Jeff
jpitblado@stata.com
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