Re: st: bootstrap saving option

[Steven Samuels <sjsamuels@gmail.com>]

-

I should have added: you can get a list of bootstrappable parameters  
(besides coefficients)  by running a (non-bootstrapped) command, then  
typing "ereturn list" (regression-type commands), "return list",  or  
both.

bootstrap rmse=e(rmse) _b[_cons] _b[weight] _b[turn], rep(10): reg mpg  
weight turn

Steve
sjsamuels@gmail.com


On Feb 4, 2011, at 10:42 PM, Liwu wrote:

Hello All,

Let me use the example in bootstrap help to describe my question.
. sysuse auto
. bootstrap, saving(bsauto): regress mpg weight gear foreign

When I open the saved file "bsauto," I can see the estimated  
coefficient and
constant term of each replication.
My question is how to add RMSE in the file.
That is, besides, these estimated coefficient (e.g., _b_weight), I  
also want
to save RMSE from each replication in the file.
I stuck for days and still can't figure it out. Appreciate your help.

Thanks,
Liwu
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