Stata 15 help for bootstrap_postestimation

[R] bootstrap postestimation -- Postestimation tools for bootstrap

Postestimation commands

The following postestimation command is of special interest after bootstrap:

Command Description ------------------------------------------------------------------------- estat bootstrap percentile-based and bias-corrected CI tables -------------------------------------------------------------------------

The following standard postestimation commands are also available:

Command Description ------------------------------------------------------------------------- contrast contrasts and ANOVA-style joint tests of estimates estat ic Akaike's and Schwarz's Bayesian information criteria (AIC and BIC) estat summarize summary statistics for the estimation sample estat vce variance-covariance matrix of the estimators (VCE) estimates cataloging estimation results hausman Hausman's specification test lincom point estimates, standard errors, testing, and inference for linear combinations of coefficients margins marginal means, predictive margins, marginal effects, and average marginal effects marginsplot graph the results from margins (profile plots, interaction plots, etc.) nlcom point estimates, standard errors, testing, and inference for nonlinear combinations of coefficients predict predictions, residuals, influence statistics, and other diagnostic measures predictnl point estimates, standard errors, testing, and inference for generalized predictions pwcompare pairwise comparisons of estimates test Wald tests of simple and composite linear hypotheses testnl Wald tests of nonlinear hypotheses ------------------------------------------------------------------------- The postestimation command is allowed if it may be used after command.

predict

The syntax of predict (and even if predict is allowed) following bootstrap depends upon the command used with bootstrap. If predict is not allowed, neither is predictnl.

margins

The syntax of margins (and even if margins is allowed) following bootstrap depends upon the command used with bootstrap.

Syntax for estat

estat bootstrap [, options]

options Description ------------------------------------------------------------------------- bc bias-corrected CIs; the default bca bias-corrected and accelerated (BC_a) CIs normal normal-based CIs percentile percentile CIs all all available CIs noheader suppress table header nolegend suppress table legend verbose display the full table legend ------------------------------------------------------------------------- bc, bca, normal, and percentile may be used together.

Menu for estat

Statistics > Postestimation

Description for estat

estat bootstrap displays a table of confidence intervals for each statistic from a bootstrap analysis.

Options for estat bootstrap

bc is the default and displays bias-corrected confidence intervals.

bca displays bias-corrected and accelerated confidence intervals. This option assumes that you also specified the bca option on the bootstrap prefix command.

normal displays normal approximation confidence intervals.

percentile displays percentile confidence intervals.

all displays all available confidence intervals.

noheader suppresses display of the table header. This option implies nolegend.

nolegend suppresses display of the table legend, which identifies the rows of the table with the expressions they represent.

verbose requests that the full table legend be displayed.

Examples

Setup . sysuse auto . bootstrap, reps(100) bca: regress mpg weight gear foreign

Obtain bias-corrected CIs . estat bootstrap

Obtain bias-corrected and accelerated CIs . estat bootstrap, bca

Obtain all available CIs . estat bootstrap, all

Test that coefficients on gear and foreign sum to 0 . test gear + foreign = 0

Compute estimate, SE, test statistic, significance level, and CI for the ratio of coefficient of gear_ratio to the coefficient of foreign . nlcom _b[gear_ratio] / _b[foreign]


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