--- Carlo Lazzaro <[email protected]> wrote:
> is there anyone who can please give me some hint about performing a
> parametric bootstrap using STATA 9/SE? I am quite familiar with
> non-parametric bootstrapping.
There is to the best of my or -findit-s knowledge no program that
will do it for you. That's not surprising since there are as many
parametric bootstraps as there are parametric models. A program that is
useful for implementing your routine is -post-, see the example below
in which I perform a paramatric bootstrap assuming that mpg is
lognormally distributed.
*---------- begin example -----------
tempname mean sd memhold
tempfile results
sysuse auto, clear
sum mpg
gen lnmpg = ln(mpg)
sum lnmpg
scalar `mean' = r(mean)
scalar `sd' = r(sd)
postfile `memhold' mean using `results'
forvalues i = 1/1000{
capture drop sample
gen sample = exp(`sd'*invnorm(uniform())+`mean')
sum sample, meanonly
post `memhold' (r(mean))
}
postclose `memhold'
use `results', clear
sum mean, detail
*-------------- end example --------------
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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