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st: bootstrapping results from more than one command


From   Kaisa Kotakorpi <kaisa.kotakorpi@uta.fi>
To   statalist@hsphsun2.harvard.edu
Subject   st: bootstrapping results from more than one command
Date   Tue, 04 Jan 2011 15:44:54 +0200

Dear Statalist,

I am wondering about the following question: With the bootstrap command, is it really possible only to bootstrap statistics that come out of one analysis command at a time?

I'm trying to do the following: We are estimating a system of 8 demand equations (QUAIDS), out of which we get 64 price elasticities for 18 000 households. We want bootstrapped estimates for the weighted averages of each of these 64 elasticities. We have written a programme that (i) estimates the demand system; (ii) calculates the household-specific elasticities and (iii) calculates the weighted averages of these elasticities. At the end of the programme, we would thus have a separate "mean" command (with option pweight) for each elasticity. (We cannot run these within one "mean"-command, as we require different weights for each mean; if we could use the same weights, we could estimate all means on one line, in which case we would be able to produce them all at once).

However, bootstrapping this programme will produce only what is in the e() at the end of the programme, i.e. we will only get the last one of the 64 mean elasticities. Is there a way to store the rest of the elasticities, and get them bootstrapped also? (What we really want repeated is the demand system estimation, and all 64 elasticities follow from this.)

I'm using STATA 11.0.

Best,
Kaisa

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