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RE: st: Bootsrapping standard errors of elasticities


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Bootsrapping standard errors of elasticities
Date   Fri, 5 Mar 2010 19:55:17 +0100

<>

Is this permissible to get a bs stan error, Austin:


*******
sysuse auto, clear
pr drop _all

prog myprog, rclass
vers 11
reg price weight length
margins, eyex(length) post
ret sca elalength=_b[length]
end

bs, reps(100): myprog
*******


HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Austin Nichols
Sent: Freitag, 5. März 2010 19:49
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Bootsrapping standard errors of elasticities

Kibrom Tafere <kibtaf@gmail.com> :
The easy answer--wrap everything in an e-class -program- and bootstrap that.

On Fri, Mar 5, 2010 at 1:36 AM, Kibrom Tafere <kibtaf@gmail.com> wrote:
> Hi all:
> I'm estimating a 21 category Heckman type demand system. At the end of my
> estimation I get demand parameters not elasticities. The elasticities are
> computed from the estimated parameters. I don't know how to bootstrap the
> standard errors of the elasticities I intend to report. Anyone who has
ideas
> how to do this please help.
>
> Kibrom
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