Many thanks...
Is there any way that I can see all the available matrixs after the
bootstrap command? I've tried matrix dir, but nothing come up.
What about the mean value? Where is it saved?
Many thanks once again,
JP
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Jeff Pitblado,
Stata Corp.
Sent: Thursday, August 14, 2003 8:31 PM
To: [email protected]
Subject: Re: st: Bootstrap
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]
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