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st: bootstrap multiple equations?

From   "Frakt, Austin" <>
To   "''" <>
Subject   st: bootstrap multiple equations?
Date   Wed, 18 Aug 2010 14:10:04 -0400

I'd like to bootstrap the coefficient standard errors for N different models (they're -probits-, but that's not relevant). I could execute N separate -bootstrap- commands, but it would be more efficient to just -bootstrap- once and, somehow, tell -bootstrap- to gather up all the results from all N models. Is that possible? What's the most efficient way?

I tried to implement this by defining an -eclass- program, gathering up all the coefficients from each of the N models into one vector (call it "big_b" and (e)returning that vector. In this case, the -bootstrap- command I tried looked something like:

bootstrap big_b = e(big_b), reps(200) seed(123): bsprog

But I get type mismatch errors. Is this even possible? Am I going about it the right way?

Thanks in advance for your ideas.

-Austin Frakt

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