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st: Wild Bootstrap for Tobit


From   Maria Navarro <maria.statalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Wild Bootstrap for Tobit
Date   Thu, 18 Oct 2012 17:19:44 +0100

Hi all,

I would like to apply a wild bootstrap procedure to a non-linear
model, a Tobit to be more specific. I would appreciate if you could
help me with this (See below my program for a linear regression)

Thanks a lot in advance

Best regards,
Maria



forv i=1(1)400{


quietly reg y x z
predict xb
predict u, res
gen ustar=-0.618034*u
replace ustar=1.618034*u if runiform() > 0.723607
gen ystar=xb+ustar
quietly reg ystar x z


matrix b=_b[x]

if `i'==1 matrix mx=b

else matrix mx=(mx \ b)

svmat mx

sum mx
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