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st: RE: RE: Bootstrapping difference in coefficients of same variable between two models


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Bootstrapping difference in coefficients of same variable between two models
Date   Mon, 5 Apr 2010 18:16:44 +0200

<>

There is an example by Maarten Buis at
http://www.stata.com/statalist/archive/2007-06/msg01046.html where he
-bootstrap-s the _standard error_, while you sound as if you wanted to -bs-
the coefficient, which is returned in "r(estimate)" after the -lincom- line.


HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss
Sent: Montag, 5. April 2010 18:12
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: Bootstrapping difference in coefficients of same variable
between two models


<>

Have you taken into account -suest- capabilities?


*******
sysuse auto, clear
reg price weight
est store a
reg price weight length
est store b
suest a b
lincom _b[b_mean:weight]-_b[a_mean:weight]
*******


HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Kristian Karlson
Sent: Montag, 5. April 2010 18:05
To: statalist@hsphsun2.harvard.edu
Subject: st: Bootstrapping difference in coefficients of same variable
between two models

Hi,

I need to compare regression coefficients of the same variable between 
two models with different control variables:

reg y x
reg y x z

I am intersted in the _difference_ between the effects of x in the two 
models. I wan't to bootstrap the difference in order to obtain the 
standard error of the difference. (I am aware of the Clogg et al. 
AJS-1995 analytical solution for the standard error, but I need to do 
the bootstrap as well).

However, I have browsed through the -bootstrap- help file and Statalist, 
but I can't figure out how to do it, when the bootstrapping involves two 
commands.

All the best,
Kristian

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