I am not aware of a user-written row percentile function for -egen-. One option is to -reshape- to calculate the percentiles.
Nick
[email protected]
Sharooon
Stata10 for macintosh, sorry!
--- On Mon, 1/25/10, Nick Cox <[email protected]> wrote:
> From: Nick Cox <[email protected]>
> Subject: RE: st: confidence intervals for locpoly
> To: [email protected]
> Date: Monday, January 25, 2010, 2:59 PM
> In that case it is evident that you
> are using some outdated version of Stata.
>
> As signalled in the Statalist FAQ, you should say what it
> is for better advice to be given.
>
> Nick
> [email protected]
>
>
> Sharooon
>
> This works right until the end when I get the error
> message:
>
> . egen ub = rowpctile(yhat? yhat?? yhat???), p(97.5)
> unrecognized command: _growpctile
>
>
> I couldn't find rowpctile, so I'm guessing this is pctile,
> which also doesn't work. I enjoyed your FAQ by the way.
> Thanks.
>
> --- On Mon, 1/25/10, Maarten buis <[email protected]>
> wrote:
>
> > --- On Mon, 25/1/10, Sharooon wrote:
> > > I can't get the bootstrap to work with locpoly.
> >
> > If you are using a program that is not part of
> official
> > Stata, then the
> > Statalist FAQ askes you to specify where you got. I
> am
> > assuming you are
> > using the updated version that appeared in the Stata
> > Journal 6(4) (,which
> > I found by typing -findit locpoly).
> >
> > Below is an example on how to do that. However, you'll
> want
> > to read up
> > on whether the simple bootstrap is appropriate in
> your
> > case, for example
> > Chapters 8 and 9 of Efron and Tibshirani (1993).
> Still,
> > even if it
> > doesn't produce meaningfull standard
> errors/confidence
> > intervals, it can
> > be used to asses the stability of your estimates, as
> > discussed by
> > Royston and Sauerbrei in the latest Stata Journal.
> >
> > *----------------- begin example ------------------
> >
> > sysuse auto, clear
> > locpoly mpg weight, nograph ///
> > degree(3) width(500) ///
> > generate(xgrid yhat_obs)
> >
> > keep if xgrid <.
> > keep xgrid yhat_obs
> > tempfile tofill
> > sort xgrid
> > save `tofill'
> > gen id = _n
> > keep id xgrid
> > sort id
> > tempfile grid
> > save `grid'
> >
> > forvalues i = 1/500 {
> > qui {
> > sysuse auto, clear
> > bsample
> > gen id = _n
> > sort id
> > merge id using
> > `grid'
> > drop _merge
> >
> > locpoly mpg weight, ///
> >
> > degree(3) width(500) ///
> >
> > generate(yhat`i') ///
> >
> > at(xgrid) nograph
> > keep if xgrid < .
> > keep xgrid yhat`i'
> > sort xgrid
> > merge xgrid using
> > `tofill'
> > assert _merge == 3
> > drop _merge
> > sort xgrid
> > save `tofill',
> > replace
> > }
> > _dots `i' 0
> > }
> > use `tofill'
> > egen lb = rowpctile(yhat? yhat?? yhat???), p(2.5)
> > egen ub = rowpctile(yhat? yhat?? yhat???), p(97.5)
> > twoway rarea lb ub xgrid || line yhat_obs xgrid
> > *------------------ end example ---------------------
> > ( For more on how to use examples I sent to statalist
> see:
> > http://www.maartenbuis.nl/stata/exampleFAQ..html )
> >
> > Hope this helps,
> > Maarten
> >
> > Bradley Efron and Robert J. Tibshirani (1993) An
> > Introduction to the
> > Bootstrap. Boca Raton: Chapman & Hall/CRC.
> >
> > Patrick Royston and Willi Sauerbrei (2009) Bootstrap
> > assessment of the
> > stability of multivariable models. The Stata Journal,
> 9(4):
> > 547–570.
> > http://www.stata-journal.com/article.html?article=st0177
>
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