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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: Re: Using -simulate- with returned matrices from estimation commands |

Date |
Tue, 14 Apr 2009 23:23:20 +0200 |

<>

*** //drop the thing capt prog drop sim //program definition program define sim, rclass version 10.1 drop _all sysuse auto generate weight2 = weight^2

return local names : colnames e(b) end *** HTH Martin _______________________

To: <statalist@hsphsun2.harvard.edu> Sent: Tuesday, April 14, 2009 10:48 PM

OK.. that was helpful. Didnt know the matrix automatically found its way into simulate. However, my objective here is to use stepwise,pr (0.1): regress x y z d f and to return the matrix for each run so that I in the end can see how often the variable was selected in the model and also see whether it had a pos or neg beta (Similar to Sauerbreis selection and stability procedure). So preferably I'd like -simulate- to return the final matrix for each run with its associated betas for each model.On Tue, Apr 14, 2009 at 10:09 PM, Martin Weiss <martin.weiss1@gmx.de>wrote:<> This certainly works, the betas are returned by default... *** cap prog drop bootbeta sysuse auto, clear program bootbeta preserve bsample reg price weight rep for tr turn restore end simulate, r(100):bootbeta *** Although it makes you wonder why you do not use the -vce(boot)- option directly... HTH Martin _______________________ ----- Original Message ----- From: "moleps islon" <moleps2@gmail.com> To: <statalist@hsphsun2.harvard.edu> Sent: Tuesday, April 14, 2009 9:58 PM Subject: st: Using -simulate- with returned matrices from estimation commandsI've been fiddling around searching for solutions to this but to no avail. Is this at all possible? E.g. program sketch program a preserve bsample e-command return beta-matrix restore end simulate beta-matrix,r(100):bootbeta Regards, Moleps * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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**References**:**st: Using -simulate- with returned matrices from estimation commands***From:*moleps islon <moleps2@gmail.com>

**st: Re: Using -simulate- with returned matrices from estimation commands***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**Re: st: Re: Using -simulate- with returned matrices from estimation commands***From:*moleps islon <moleps2@gmail.com>

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