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st: smearing and bootstrapping
From
Orgul Demet Ozturk <[email protected]>
To
[email protected]
Subject
st: smearing and bootstrapping
Date
Sun, 25 Jul 2010 15:02:31 -0400
Hi
I am trying to estimate a two part model and I want to do smearing to get
correct predictions. Model is something like this:
probit anyrxexp Xvar
predict probanyrx
reg logrxexp Xvar
predict logRxXB, xb
gen xb=exp(logRxXB)
predict double resid, residual
egen Dsmear=mean(exp(resid))
gen correctedrxexp=probanyrx*xb*Dsmear
First of all, this is my first time dealing with smearing. Is this the
right approach? Second I want to bootstrap this estimation in order to
get the estimates of
the std error for the correctedrxexp. Is there any easy way of
bootstrapping this?
Best
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