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Note: The following question and answer is based on an exchange that started on Statalist.

## How do I bootstrap a vector of results?

 Title Bootstrapping vectors Author Jeffrey Pitblado, StataCorp

Note: This FAQ has been updated for Stata 14. Because bootstrap is based on random draws, results are different on previous versions because of the new 64-bit Mersenne Twister pseudorandom numbers.

### Question:

I have a program that calculates many statistics for each income quintile in my sample. To make this manageable, I store the estimates as variables—each statistic that I've calculated is a variable, and there are 5 observations, one for each quintile. I want to bootstrap the results, but it appears that bootstrap works only for scalars. I could break up the variables into scalars so that the call to bootstrap would be

    . bootstrap (stat1) (stat1) (stat1) (stat1) ///
(stat1) (stat2) (stat2): command ...


but that would be incredibly tedious because there are a lot of statistics. Is there any way to simplify this by posting variables (or vectors) of results?

The bootstrap command understands _b to mean all elements in the e(b) vector (coefficients vector posted by estimation commands). For example, you can now easily bootstrap all the coefficients from a regression:

. bootstrap  _b: regress mpg weight length ...


To take advantage of this syntax, you will have to modify your program so that it is an e-class command that posts the values of interest into e(b) instead of placing them in variables. Then, you can do something like

. bootstrap _b, reps(100): command


Here is an example that posts the vector (1,2,3,4) to e(b):

 capture program drop myepost
program myepost, eclass
version 13.0
tempname bb
matrix bb' = 1,2,3,4
ereturn post bb'
end

myepost
matrix list e(b)


Here is a log of the result:

. myepost

. matrix list e(b)

e(b)[1,4]
c1  c2  c3  c4
y1   1   2   3   4


Now you can use the above idea to pass a vector of results to bootstrap. To see that the method is working, you can pass the coefficients of a regression:

 capture program drop myreg
program myreg, eclass
version 13.0
tempname bb
quietly regress mpg turn
matrix bb'=e(b)
ereturn post bb'
ereturn local cmd="bootstrap"
end

clear
sysuse auto
set seed 12345
bootstrap _b, reps(50) nowarn: myreg
set seed 12345
bootstrap _b, reps(50): regress mpg turn


Here is a log of the result:

. bootstrap _b, reps(50) nowarn: myreg
(running myreg on estimation sample)

Bootstrap replications (50)

1
2
3
4
5
..................................................    50

Bootstrap results                                           Number of obs = 74
Replications  = 50

Observed   Bootstrap                         Normal-based
coefficient  std. err.      z    P>|z|     [95% conf. interval]

turn    -.9457877   .1083031    -8.73   0.000    -1.158058   -.7335175
_cons      58.7965    4.67459    12.58   0.000     49.63448    67.95853

. set seed 12345

.  bootstrap _b, reps(50): regress mpg turn
(running regress on estimation sample)

Bootstrap replications (50)

1
2
3
4
5
..................................................    50

Linear regression                                       Number of obs =     74
Replications  =     50
Wald chi2(1)  =  76.26
Prob > chi2   = 0.0000
R-squared     = 0.5172
Root MSE      = 4.0477

Observed   Bootstrap                         Normal-based
mpg   coefficient  std. err.      z    P>|z|     [95% conf. interval]

turn    -.9457877   .1083031    -8.73   0.000    -1.158058   -.7335175
_cons      58.7965    4.67459    12.58   0.000     49.63448    67.95853



There is one difference between the first program myepost and myreg: myreg has also saved e(cmd)="bootstrap". This is necessary so that bootstrap knows how it is to display the results. When you bootstrap an official Stata estimation command, bootstrap uses the estimation command's replay feature to display the coefficient table. This will show the bootstrapped standard errors since the bootstrapped covariance matrix is posted in e(V) by bootstrap. Since the command myreg doesn’t have a replay feature, you need to use bootstrap to display the results. You can do this by setting e(cmd)="bootstrap".