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From |
Benjamin Villena <b_villena@yahoo.com> |

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

Subject |
st: strange behavior of bootstrap over my ado file |

Date |
Sun, 28 Apr 2013 20:19:15 -0700 (PDT) |

Dear Statalist, I wrote an ado file which basically does the following (1) Estimate a linear model - reg w x z - (2) Generate a fitted value for w, let's call it w_hat (3) Estimate a linear system of equations using - reg3 ( y1 = x w_hat) ( y2 = x w_hat) ( y3 = x w_hat), 3sls - My goal is to provide bootstraped standard errors that can correct for the sampling error introduced when I use w_hat. While the ado file works fine if I run it for a single model estimation, it crashes when I use it with the bootstrap prefix. The syntax of my program is a bit unusual. A typical command line looks like this - newreg3 ( y1 = x #w) ( y2 = x #w) ( y3 = x #w) <w = x z>, 3sls - The program interprets the sentence inside <> as the one for the generated regressor. I also use # to mean that is the variable to be replaced by the first-stage fitted value. The command line above works just fine. However, if I try to get bootstrapped errors, by doing - bootstrap, reps(50); newreg3 ( y1 = x #w) ( y2 = x #w) ( y3 = x #w) <w = x z>, 3sls - the program crashes. The main problem seems to be that the bootstrap routine does not work well with my notation using <> to signal a first stage. When looking at the code when running (using set trace on) I see that the bootstrap routine seems to introduce a symbol "(" before "<". I have no idea how that "(" symbol gets in there. As I mention, it only happens when I'm running a bootstrap routine. Standard estimation works fine. It is something essentially flawed with my programming approach? I would appreciate any possible clue to solve this problem. Thanks in advance, Benjamin * * 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: strange behavior of bootstrap over my ado file***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: Latent Growth model and mixed effects random slopes model - equivalent ?***From:*W Robert Long <W.R.Long@leeds.ac.uk>

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