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st: bootstrapping a vector


From   Carl Nelson <[email protected]>
To   [email protected]
Subject   st: bootstrapping a vector
Date   Sat, 13 Dec 2008 09:30:50 -0600 (CST)

I have the following program that returns a coefficient vector estimated in mata

capt prog drop gmmbarg
prog def gmmbarg, eclass
mata: gmmrsk("share_riskyassets","risktol_m risktol_f",/*
*/ "educ_ratio finwealth1 bartol_m barwel weltol_m")

ereturn matrix beta = coeff
ereturn local cmd = "bootstrap"

end

I am trying to follow Jeff Pitblado's faq example for bootstrapping a vector. But when I run the bootstrap I get the following:

 set seed 1020304

. bootstrap _b, reps(50): gmmbarg
(running gmmbarg on estimation sample)
invalid expression: _b
r(198);

I don't understand what I am doing wrong, and would appreciate some help. Thanks.

Carl Nelson

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