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st: Another question about bootstrap


From   "S.Rahardja" <rahardjs@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Another question about bootstrap
Date   Wed, 11 Aug 2004 21:18:06 -0700 (PDT)

Dear All,

I'd like to estimate the variance of a variable
derived from an OLS result (estimates) using
bootstrap.

Suppose that I have a regression equation 
 y = a + bx + cz + error

Then let y_hat be the predicted value.
What I'd like to compute is a variance for 
  a + z*y_hat

So what I did is to run
bs "regress y x z" (_b[cons] +
z*(_b[cons]+_b[x]*x+_b[z]*z)), reps(100)

Does this syntax make sense?
Or perhaps there's another way to write it more
shortly by using the "predict" command after regress?

Sincerely

Sjamsu 


	
		
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