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st: local bootstrapping

From   Benjamin Villena <>
To   "" <>
Subject   st: local bootstrapping
Date   Wed, 3 Oct 2012 11:14:44 -0700 (PDT)

Dear Statalist

I am trying to perform a local bootstrapping procedure that is as follows

- Consider a bandwidth b 
- For every observation x=x0  in the sample, draw a random observation in the interval [x0-b,x0+b]
- Label this draw x0=x0j and estimate a model reg y x0j
- Repeat the procedure M times and compute average estimator, sd, and confidence intervals.

I have tried to program this by using a standard for-loop approachb (going from _n=1 to _n=_N), but its computational execution time is just too large

I'd appreciate a piece of advice on how to do this using mata, which usually means a more efficient procedure

Thank you

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