Edwin Leuven <[email protected]> is trying to -bootstrap- a parameter vector
using a special wrap-around script of -dprobit-:
> i am trying to bootstrap a parameter vector.
>
> i have written an eclass program along the lines of this:
>
> cap program drop eff
> program eff, eclass
> dprobit geb bdate girl p2 p5 if achter==1
> tempvar t
> g `t' = e(sample)
> matrix b = e(dfdx)
> eret post b, esample(`t')
> end
>
> if i read the documentation well i can now bootstrap my estimates as
> follows:
>
> . bootstrap , reps(100): eff
>
> or
>
> . bootstrap _b , reps(100): eff
>
>
> but both throw an error:
>
> . bootstrap , reps(100): eff
> (running eff on estimation sample)
> last estimation results not found, nothing to store
> estimation result __000002 not found
> r(111); t=0.17 15:27:41
>
>
> does anyone know what i am doing wrong here?
Estimation commands used with -bootstrap-, -jackknife-, and other prefix type
commands that consume estimation results need to identify their results as
their own by setting -e(cmd)-. This is a requirement of -estimates store-.
Here is how to modify Edwin's -eff- program to get it to work properly with
-bootstrap-:
program eff, eclass
dprobit geb bdate girl p2 p5 if achter==1
tempvar t
g `t' = e(sample)
matrix b = e(dfdx)
eret post b, esample(`t')
eret local cmd eff // <- new line
end
--Jeff
[email protected]
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