<>
The function was introduced in Stata 11, see -help whatsnew10to11-
HTH
Martin
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Sharooon
Sent: Montag, 25. Januar 2010 20:55
To: [email protected]
Subject: Re: st: confidence intervals for locpoly
This works right until the end when I get the error message:
. egen ub = rowpctile(yhat? yhat?? yhat???), p(97.5)
unrecognized command: _growpctile
I couldn't find rowpctile, so I'm guessing this is pctile, which also doesn't work. I enjoyed your FAQ by the way. Thanks.
--- On Mon, 1/25/10, Maarten buis <[email protected]> wrote:
> From: Maarten buis <[email protected]>
> Subject: Re: st: confidence intervals for locpoly
> To: [email protected]
> Date: Monday, January 25, 2010, 4:38 AM
> --- On Mon, 25/1/10, Sharooon wrote:
> > I can't get the bootstrap to work with locpoly.
>
> If you are using a program that is not part of official
> Stata, then the
> Statalist FAQ askes you to specify where you got. I am
> assuming you are
> using the updated version that appeared in the Stata
> Journal 6(4) (,which
> I found by typing -findit locpoly).
>
> Below is an example on how to do that. However, you'll want
> to read up
> on whether the simple bootstrap is appropriate in your
> case, for example
> Chapters 8 and 9 of Efron and Tibshirani (1993). Still,
> even if it
> doesn't produce meaningfull standard errors/confidence
> intervals, it can
> be used to asses the stability of your estimates, as
> discussed by
> Royston and Sauerbrei in the latest Stata Journal.
>
> *----------------- begin example ------------------
>
> sysuse auto, clear
> locpoly mpg weight, nograph ///
> degree(3) width(500) ///
> generate(xgrid yhat_obs)
>
> keep if xgrid <.
> keep xgrid yhat_obs
> tempfile tofill
> sort xgrid
> save `tofill'
> gen id = _n
> keep id xgrid
> sort id
> tempfile grid
> save `grid'
>
> forvalues i = 1/500 {
> qui {
> sysuse auto, clear
> bsample
> gen id = _n
> sort id
> merge id using
> `grid'
> drop _merge
>
> locpoly mpg weight, ///
>
> degree(3) width(500) ///
>
> generate(yhat`i') ///
>
> at(xgrid) nograph
> keep if xgrid < .
> keep xgrid yhat`i'
> sort xgrid
> merge xgrid using
> `tofill'
> assert _merge == 3
> drop _merge
> sort xgrid
> save `tofill',
> replace
> }
> _dots `i' 0
> }
> use `tofill'
> egen lb = rowpctile(yhat? yhat?? yhat???), p(2.5)
> egen ub = rowpctile(yhat? yhat?? yhat???), p(97.5)
> twoway rarea lb ub xgrid || line yhat_obs xgrid
> *------------------ end example ---------------------
> ( For more on how to use examples I sent to statalist see:
> http://www.maartenbuis.nl/stata/exampleFAQ..html )
>
> Hope this helps,
> Maarten
>
> Bradley Efron and Robert J. Tibshirani (1993) An
> Introduction to the
> Bootstrap. Boca Raton: Chapman & Hall/CRC.
>
> Patrick Royston and Willi Sauerbrei (2009) Bootstrap
> assessment of the
> stability of multivariable models. The Stata Journal, 9(4):
> 547–570.
> http://www.stata-journal.com/article.html?article=st0177
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
> *
> * 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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*
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