I have the following program that returns a coefficient vector estimated in mata
capt prog drop gmmbarg
prog def gmmbarg, eclass
mata: gmmrsk("share_riskyassets","risktol_m risktol_f",/*
*/ "educ_ratio finwealth1 bartol_m barwel weltol_m")
ereturn matrix beta = coeff
ereturn local cmd = "bootstrap"
end
I am trying to follow Jeff Pitblado's faq example for bootstrapping a vector. But when I run the bootstrap I get the following:
set seed 1020304
. bootstrap _b, reps(50): gmmbarg
(running gmmbarg on estimation sample)
invalid expression: _b
r(198);
I don't understand what I am doing wrong, and would appreciate some help. Thanks.
Carl Nelson
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