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From |
Jeremy Kronick <jeremykronick@hotmail.com> |

To |
Statalist <statalist@hsphsun2.harvard.edu> |

Subject |
st: re: generating variable with a random component |

Date |
Wed, 28 Nov 2012 13:39:02 -0500 |

Hi, I have a run a VAR analysis with 5 variables and have obtained both the fitted values and the residuals from each equation: var U Y P i credit, lags(1/2) exog(L.LTV_1 L.LTV_2 L.LTV_3 L.LTV_4 timevar) At this point I'd like to generate a set of bootstrapped variables for each of my variables that has the following format: Y(tilda) = Y(hat) + resid(hat). However, I want the resid(hat) to be drawn at random. Is there a way to do this in Stata? Something like "gen y_tilda = y_hat + rand(resid_hat)". I realize the "rand" part is incorrect (this is where I really need the help). Any advice would be greatly appreciated. Thanks, Jeremy Kronick Brandeis University PhD Student * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: re: generating variable with a random component***From:*Nick Cox <njcoxstata@gmail.com>

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