Dear Stata users (Sorry if you receive that message twice, I had trouble
sending it out...),
I am wondering if any of you has tried to bootstrap the mvprobit command? I
have created a small program (reported below) to get the confidence
intervals around predicted probabilities (mvppred command) from a
multivariate probit model (mvprobit command). I bootstrap that program but
it does not provide any confidence intervals. It looks as if it re-samples
always the same sample because all the iterations have the exact same
values... When I bootstrap a similar program for a probit or bivariate
probit model, I get confidence intervals... Can anyone help me?
Thank you very much,
France Weaver, Ph.D.
The bootstrap command I use is:
bootstrap p_all0=r(all0) p_all1=r(all1), reps(50) saving("s:\bs_mvp",
replace): marginal
The ado file I created is:
capture program drop marginal
program define marginal, rclass
version 9.2
gen deadnext_save=deadnext
gen marrddn_save=marrddn
mvprobit (fhmcare=$rhs)(reschddn=$exog_rhs $iv1)(reschild=$exog_rhs $iv1)
replace deadnext=0
replace marrddn=0
mvppred xb
gen p0=norm(xb1)
drop xb*
replace deadnext=1
replace marrddn=married*deadnext
mvppred xb
gen p1=norm(xb1)
drop xb*
sum p0
return scalar all0=r(mean)
sum p1
return scalar all1=r(mean)
replace deadnext=deadnext_save
replace marrddn=marrddn_save
end
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