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st: saving bootstrap samples
Statalisters,
I am using a Monte Carlo simulation to test the bias in a set of
estimators. I can implement all but one of the models in Stata. I'm
planning to implement 1,000 bootstrap replications of each model, and
Stata's bootstrap command makes it easy to do this for the models I
will estimate in Stata. But I need to save the same bootstrap
samples so that I can import them to Gauss for the final part of the
simulation.
I realize that I can use bsample, and then just program the model
replications in Stata. But I'd like to use the bootstrap command,
since it will save me a good deal of time. Is there any way to save
the bootstrap samples generated by the bootstrap command? The
samples are not listed under "saved results" in Stata's documentation
of the bootstrap command. Alternatively, can I reference samples
drawn using bsample, rather than drawing new samples, if I use bootstrap?
I'll be grateful for any help with this!
Sheila
Sheila M. Olmstead
Asst. Professor of Environmental Economics
Yale School of Forestry and Environmental Studies
230 Prospect Street, #204
New Haven, CT 06511
tel. (203) 432-6247
fax (203) 432-0026
[email protected]
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