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st: Bootstrapping and delta method


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bootstrapping and delta method
Date   Mon, 13 Apr 2009 14:49:32 +0200

Awhile back, Maarten Buis very nicely posted the below syntax to bootstrap an indirect path.

Although the code works well, is there a simpler routine, akin to say doing:

bootstrap, reps (1000): nlcom  [z_read]z_ses*[z_write]z_read

I will have a large amount of indirect paths that I want to test simultaneously, so a simpler way to do this would be great.

Best,
J.

------------------ begin example ----------------------
use http://www.ats.ucla.edu/stat/stata/notes/hsb2, clear
foreach var of varlist read ses write {
   sum `var' if !missing(read,ses,write)
   gen double z_`var' = (`var' - r(mean))/r(sd)
}

capture program drop indir
program define indir, rclass
   tempname b
   reg z_read z_ses
   scalar `b' = _b[z_ses]
   reg z_write z_read z_ses
   return scalar indir = _b[z_read]*`b'
end
indir
bootstrap indir=r(indir), reps(1000): indir
estat bootstrap, bc p norm

qui sureg (z_read z_ses) (z_write z_read z_ses)
nlcom  [z_read]z_ses*[z_write]z_read
*--------------- end example ---------------------------
____________________________________________________

Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

____________________________________________________


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