Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: RE: RE: Bootstrapping difference in coefficients of same variable between two models


From   Kristian Karlson <[email protected]>
To   [email protected]
Subject   Re: st: RE: RE: Bootstrapping difference in coefficients of same variable between two models
Date   Tue, 06 Apr 2010 09:49:43 +0200

Cheers Martin - I'am on the right track (wasn't acquainted with -suest-)!

Kristian

Martin Weiss skrev:
<>

There is an example by Maarten Buis at
http://www.stata.com/statalist/archive/2007-06/msg01046.html where he
-bootstrap-s the _standard error_, while you sound as if you wanted to -bs-
the coefficient, which is returned in "r(estimate)" after the -lincom- line.


HTH
Martin


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Martin Weiss
Sent: Montag, 5. April 2010 18:12
To: [email protected]
Subject: st: RE: Bootstrapping difference in coefficients of same variable
between two models


<>

Have you taken into account -suest- capabilities?


*******
sysuse auto, clear
reg price weight
est store a
reg price weight length
est store b
suest a b
lincom _b[b_mean:weight]-_b[a_mean:weight]
*******


HTH
Martin


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Kristian Karlson
Sent: Montag, 5. April 2010 18:05
To: [email protected]
Subject: st: Bootstrapping difference in coefficients of same variable
between two models

Hi,

I need to compare regression coefficients of the same variable between two models with different control variables:

reg y x
reg y x z

I am intersted in the _difference_ between the effects of x in the two models. I wan't to bootstrap the difference in order to obtain the standard error of the difference. (I am aware of the Clogg et al. AJS-1995 analytical solution for the standard error, but I need to do the bootstrap as well).

However, I have browsed through the -bootstrap- help file and Statalist, but I can't figure out how to do it, when the bootstrapping involves two commands.

All the best,
Kristian

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index