Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: bootstrap with stata


From   "maartenbuis" <[email protected]>
To   [email protected]
Subject   Re: st: bootstrap with stata
Date   Mon, 15 Aug 2005 15:32:43 -0000

--- "Roys, Nicolas A." <Nicolas_A_Roys@b...> wrote:
> I need to compute the variance of a moment.
> I have a panel data set with about 16000 firms and 6 years.
> I suppose I need to use bootstrap techniques. 
> 
> Here is what I want to do with STATA :
> - select Y subsets of X firms from my panel data set
> - compute the moment for each subset
> - compute the variance of this moment between the Y subsets
>  
> So my questions are the following :
> - how to choose X ?
> - how to choose Y ?
> - Do somebody know a stata program doing what i want to do ?
>  

Hi Nicolas,

If you typed -findit bootstrap- in Stata then you would have found the
-bootstrap- command in Stata. 

However, your question suggest you do not fully understand the
principles behind bootstrap. Generally, bootstrapping does not mean
you create different subsamples, but that you create a new samples,
usually with the same number of observations, by sampling *with
replacement* from your original sample. A good and very clearly
written introduction is (Efron and Tibshirani, 1993).
HTH,
Maarten

Bradley Efron and Robert Tibshirani (1993) "An introduction to the
Bootstrap", Chapman & Hall. 


*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index