hello everyone,
i'm having some problems getting a bootstrap program to work & would
appreciate anyone's comments. i think the problem may be specific to
version 8.
anyways, i have a nonlinear estimation procedure nlcas, and i'm doing a
bootstrap to calculate standard errors for the mean marginal effect of the
variable x0. my program looks like this:
program define nlmarg
version 8.0
if "`1'" == "?" {
* the program output will be stored in the macro named t
global S_1 "t"
exit
}
* this calls the nonlinear program nlcas with dependent variable c
quietly nl cas c
* nlcas.ado produces two global macros, $X0 and X0ART. these two
* enter into my equation for the marginal effect variable `margfx'
* as below
tempvar margfx
gen `margfx' = $X0*c*(y0 + $X0ART*y0art)/(x0 + $X0ART*x0art)
sum `margfx'
local t = r(mean)
post `1' (`t')
end
i run the program by typing this at the command line:
bootstrap "nlmarg" t, reps(1000) dots noisily
the program shows the mean for `margfx' from the first run, but then gives
the error:
( invalid name
command -> nlmarg
error when command executed on original dataset under version 8 control
r(198);
i think this means that `t' does not pass the information it's supposed to
be passing & instead simply returns nothing -- though i'm not quite sure
why. i've tried writing it as $t as well & that doesn't seem to change
things. any ideas of what could be the problem?
thank you very much,
chris
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