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st: RE: bootstrapping over multiple commands

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: bootstrapping over multiple commands
Date   Tue, 17 May 2005 20:44:41 +0100

I think the answer is Yes and No and both 
are correct. 

The syntax for -bootstrap- makes it clear
that it is a framework for repeatedly 
running a single command. 

However, there is nothing to stop 
you putting a sequence of commands in 
a single program. To Stata that is then 
just another command. The key is that the 
results must be visible to -bootstrap-. 
(At a guess, this would work with 
a do file too, with the same caveat.) 

[email protected] 

Scott Imberman
> I would like to know if there is any way to bootstrap over multiple
> commands in Stata9.  In particular i'm trying to bootstrap 
> over matching
> estimators using psmatch2.  However, I have too many variables in my
> propenstity score for psmatch2 to use directly and i need to 
> weight the
> propensity scores which cannot be done in psmatch2.  Thus, to get my
> bootstrap standard errors i need to bootstrap over a probit command, a
> prediction of the propensity score, and then psmatch2.  I'd greatly
> appreciate any help you can give.

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