That's an interesting one conceptually: should the last estimation
command be -bootstrap- or -regress-? Some of the post-estimation
commands following -regress- should allow for regression diagnostics,
while others, for the bootstrap diagnostics. Here's what Stata says:
. set trace on
. estat boot, bca
---------------------------------------------------------------------------
begin estat ---
01 - version 9
01 - if `"`e(cmd)'"' == "" {
= if `"bootstrap"' == "" {
01 error 301
01 }
01 - if `"`e(estat_cmd)'"' != "" {
= if `"regress_estat"' != "" {
01 - `e(estat_cmd)' `0'
= regress_estat boot, bca
-----------------------------------------------------------------
begin regress_estat ---
02 - version 9
02 - if "`e(cmd)'" != "regress" {
= if "bootstrap" != "regress" {
02 - error 301
last estimates not found
02 }
-------------------------------------------------------------------
end regress_estat ---
01 return add
01 exit
01 }
-----------------------------------------------------------------------------
end estat ---
r(301);
-bca- option falls between the cracks. It does not seem to be a proper
post-estimation thing, as there is no formal bootstrap post-estimation
command in the sense of what -estat- could call. So I am puzzled as to
why it works, at all :))
Here's what you can do:
pro def myreg, eclass
reg `0'
eret local estat_cmd
end
bootstrap ... : myreg ...
Since that -estat_cmd- was cleared, it gives way to -estat boot, bca- to work.
On 11/25/08, Lachenbruch, Peter <[email protected]> wrote:
> I was doing a bootstrap and wanted to get estat estimates and got "last
> estimates not found" Here are the commands and output
>
> . bootstrap _b e(r2) e(rmse),bca reps(500) :reg tvas age anyapheresis
> anyaza anyca anycyclosp anyhcq anyiv_cytoxan anyivig anymtx
> anypo_cytoxan anypred anyulc calcinosis ck252 cmasxt2 contracture
> duractdz dysphagia dysphonia dzactvas extramuscleact finchaq funcclass
> gender onsetseverity
> (running regress on estimation sample)
>
> Jackknife replications (84)
> <snip]
> Bootstrap replications (500)
> <snip>
> Linear regression Number of obs =
> 84
> Replications =
> 500
> R-squared =
> 0.8502
> Adj R-squared =
> 0.7856
> Root MSE =
> 3.8019
>
> command: regress tvas age anyapheresis anyaza anyca anycyclosp
> anyhcq anyiv_cytoxan anyivig anymtx anypo_cytoxan anypred anyulc
> calcinosis ck252 cmasxt2 contracture duractdz dysphagia dysphonia
> dzactvas extramuscleact finchaq funcclass gender onsetseverity
> [_eq2]_bs_1: e(r2)
> [_eq2]_bs_2: e(rmse)
>
> ------------------------------------------------------------------------
> ----
> | Observed Bootstrap Normal-based
> tvas | Coef. Std. Err. z P>|z| [95% Conf.
> Interval]
> -------------+----------------------------------------------------------
> ----
> _eq1 |
> age | -.0417141 .1664602 -0.25 0.802 -.36797
> .2845418
> <snip >
> onsetsever~y | -.4387078 .7729467 -0.57 0.570 -1.953655
> 1.07624
> _cons | 15.74078 7.812418 2.01 0.044 .4287244
> 31.05284
> -------------+----------------------------------------------------------
> ---
> _eq2 |
> _bs_1 | .8501516 .053571 15.87 0.000 .7451544
> .9551488
> _bs_2 | 3.801854 .5107574 7.44 0.000 2.800788
> 4.80292
> ------------------------------------------------------------------------
> ----
>
> . estat boot , bca percentile
> last estimates not found
>
> This seems to follow the help file, but I'm mystified.
>
> Tony
>
> Peter A. Lachenbruch
> Department of Public Health
> Oregon State University
> Corvallis, OR 97330
> Phone: 541-737-3832
> FAX: 541-737-4001
>
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
