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Re: st: re: generating variable with a random component
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: re: generating variable with a random component
Date
Wed, 28 Nov 2012 18:46:32 +0000
. help random_number_functions
Nick
On Wed, Nov 28, 2012 at 6:39 PM, Jeremy Kronick
<[email protected]> wrote:
,
> I have a run a VAR analysis with 5 variables and have obtained both the fitted values and the residuals from each equation:
> var U Y P i credit, lags(1/2) exog(L.LTV_1 L.LTV_2 L.LTV_3 L.LTV_4 timevar)
> At this point I'd like to generate a set of bootstrapped variables for each of my variables that has the following format:
> Y(tilda) = Y(hat) + resid(hat). However, I want the resid(hat) to be drawn at random. Is there a way to do this in Stata?
> Something like "gen y_tilda = y_hat + rand(resid_hat)". I realize the "rand" part is incorrect (this is where I really need the help).
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