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Re: st: Saving matrices with -simulate-


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Saving matrices with -simulate-
Date   Sun, 8 May 2011 17:24:46 +0100

I guess you could change your -myboot- so that it leaves extra stuff
somewhere else, e.g. using -postfile-.

On Sun, May 8, 2011 at 4:25 PM, Bert Jung <bjung59@gmail.com> wrote:

> I am using -simulate- to write a bootstrap routine.  In addition to
> the usual statistics (coefficient estimates), I would like -simulate-
> to save additional information that my program returns as a matrix.
>
> In the following toy example, -myboot- returns the coefficients and a
> matrix "seed" with the random seed that I created inside the program.
> But "seed" is not saved in every bootstrap iteration; -simulate- only
> saves the coefficients.  (This is just for illustration, of course.)
>
> Thanks for any pointers.
>
> Best, Bert
>
>
>
> cap program drop myboot
> program define myboot, eclass
>
>        local seed = round( runiform()*1000000, 1 )
>        set seed `seed'
>
>        bsample
>
>        reg mpg rep78 trunk weight
>
>        mat seed = ( `seed' )
>        mat list seed
>
>        ereturn matrix seed=seed
>
> end
>
>
> sysuse auto, clear
>
> reg mpg rep78 trunk weight
> mat coeffs = e(b)
>
> simulate , reps(10): myboot
>
> ereturn list

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