Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Bootstrap


From   [email protected] (Jeff Pitblado, Stata Corp.)
To   [email protected]
Subject   Re: st: Bootstrap
Date   Thu, 14 Aug 2003 14:31:15 -0500

Joao Pedro W. de Azevedo <[email protected]> asks who to access the
confidence limits produced by the -bootstrap- command:

> I would like to know how I can save the bootstraped 95% confidence intervals
> of a mean.  It would be best for me to save this either as a scalar or a
> local, since I will be using these values to generate a special tabulation
> of several variables.
> 
> bootstrap "summarize mpg, detail" r(mean), reps(1000)
> 
> Bootstrap statistics                              Number of obs    =
> 74
>                                                   Replications     =
> 1000
> 
> ----------------------------------------------------------------------------
> --
> Variable     |  Reps  Observed      Bias  Std. Err. [95% Conf. Interval]
> -------------+--------------------------------------------------------------
> --
>        _bs_1 |  1000  21.43243 -.0398646  .7065564   20.04593   22.81894
> (N)
>              |                                       20.06757    22.7973
> (P)
>              |                                       20.14865   22.85135
> (BC)
> ----------------------------------------------------------------------------
> --
> Note:  N   = normal
>        P   = percentile
>        BC  = bias-corrected

The conficence limits are saved in matrices in e().  From [R] bootstrap:

	e(ci_normal)	normal-approximation Conficence limits
	e(ci_percent)	percentile Conficence limits
	e(ci_bc)	bias-corrected Conficence limits
	e(ci_bca)	bias-corrected and accelerated Conficence limits

--Jeff
[email protected]
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index