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Re: st: bootstrapping different models using the same samples


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: bootstrapping different models using the same samples
Date   Tue, 28 Jun 2011 17:38:25 +0200

I would bundle both regressions and the computation of whatever
combination of parameters you like in one program and bootstrap that.

*--------------- begin example --------------------
sysuse auto, clear
replace price = price /1000

program drop _all
program toboot, rclass
	tempname b
	reg price mpg foreign
	scalar `b' = _b[mpg]
	reg rep78 mpg foreign
	return scalar ratio = _b[mpg] / `b'
end

bootstrap ratio=r(ratio), reps(100) : toboot
*-------------------- end example ---------------------
(For more on examples I sent to the Statalist see:
http://www.maartenbuis.nl/example_faq )

Hope this helps,
Maarten

On Tue, Jun 28, 2011 at 5:05 PM, Steve Martin <stephen.martin@york.ac.uk> wrote:
> I have a data set with 152 observations on y1 y2 x1 x2 x3 x4 x5.
>
> Will
>
> set seed 75
> bootstrap, reps(500): reg y1 x1 x2 x3
>
> use the same 500 data samples as
>
> set seed 75
> bootstrap, reps(500): reg y2 x1 x4 x5?
>
> [I want to compare the correlation between the coefficients on x2 and x4].
>
> Thanks.
>
> Steve
>
> *
> *   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/
>



-- 
--------------------------
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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