Hallo Stata-listers!
bootstrapping ado files that use _b (post estimation)
I am having difficulties running bootstrap on a self-written
ado file "test1" that uses _b (post estimation). The code for "test1" is below (the
real ado is more complicated , this is just the skeleton)
I would like to run this as follows
logistic y x1-x5
test1 x1-x5
test1 uses the _b[varname] and _se[varname].
I would now like to bootstrap this function:
bs "test1 x1 " "r(rr1)", trace
I get the following error:
- local coef= uniform() * _b[`z']
= local coef= uniform() * _b[v1female]
no variables defined
The problem is that the bootstrap does not recodnize the _b and _se from the
logistic regression.
Is there a way of telling the bootstrap to use the estimation
results from logistic regression?
Thanks
matt
---------------------------------------------------------------------
program define test1, rclass
version 8.0
syntax varlist
local k : word count `varlist'
tokenize "`varlist'"
forval i = 1 / `k' {
local z="``i''"
di "`z'"
local coef= uniform() * _b[`z']
local se= uniform() * _se[`z']
return scalar coef`i'= `coef'
}
end
Matthias Schonlau
Statistician, RAND
http://www.rand.org/methodology/stat/members/matt/
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