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st: Bootstrapped Standard Errors


From   Danny Dan <danny2011dan@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bootstrapped Standard Errors
Date   Wed, 21 Mar 2012 20:41:43 -0500

Hello All,

I have a question:

I know that bootstrapping cannot be applied with weights, however, is
there anyway in STATA that after doing a weighted regression (like
regress `depvar' `indepvar' [weight=wt],  or, probit  `depvar'
`indepvar' [weight=wt]) I can use bootstrapping option separately to
generate the standard errors?

I am asking this because I need to generate bootstrapped standard
errors because of its unknown structure in my model. To be more
precise, I am doing a 2-stage estimation and trying to use
bootstrapping to generate standard errors in the 2nd stage.

Please let me know if I am not clear with my question then I will try
to clarify it further for the ease of comprehensibility.

Please help.

Thank you.

Best,

Dan
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