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st: Bootstrapping standard errors from two different regression


From   Daniel Zerfu <daniel_zerfu@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bootstrapping standard errors from two different regression
Date   Fri, 21 Apr 2006 07:39:52 -0700 (PDT)

Hi all, I have a basic question about using the
bootstrap command for a case that cannot be addressed
by the manual's coverage of bootstrap:
    
Suppose I have two separate regressions from two
different datasets, yielding the vectors b_1 and b_2,
respectively. The parameter of interest is b_star =
b_1k * b_2j, where k and j respectively refer to one
of the coefficients in each of the vectors. 

I want to get the standard error of the estimator
b_star, which presumably can only be done by
bootstrapping. Expressing my question more generally:
How do I get inference statistics for parameters which
are functions of other parameters that were estimated
in different regressions?

Thanks!

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