Re: st: RE: RE: Bootstrapping difference in coefficients of same variable between two models

[Kristian Karlson <kristian.karlson@gmail.com>]

Cheers Martin - I'am on the right track (wasn't acquainted with -suest-)!

Kristian

Martin Weiss skrev:
> <>
>
> There is an example by Maarten Buis at
> http://www.stata.com/statalist/archive/2007-06/msg01046.html where he
> -bootstrap-s the _standard error_, while you sound as if you wanted to -bs-
> the coefficient, which is returned in "r(estimate)" after the -lincom- line.
>
>
> HTH
> Martin
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss
> Sent: Montag, 5. April 2010 18:12
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: Bootstrapping difference in coefficients of same variable
> between two models
>
>
> <>
>
> Have you taken into account -suest- capabilities?
>
>
> *******
> sysuse auto, clear
> reg price weight
> est store a
> reg price weight length
> est store b
> suest a b
> lincom _b[b_mean:weight]-_b[a_mean:weight]
> *******
>
>
> HTH
> Martin
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Kristian Karlson
> Sent: Montag, 5. April 2010 18:05
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Bootstrapping difference in coefficients of same variable
> between two models
>
> Hi,
>
> I need to compare regression coefficients of the same variable between 
> two models with different control variables:
>
> reg y x
> reg y x z
>
> I am intersted in the _difference_ between the effects of x in the two 
> models. I wan't to bootstrap the difference in order to obtain the 
> standard error of the difference. (I am aware of the Clogg et al. 
> AJS-1995 analytical solution for the standard error, but I need to do 
> the bootstrap as well).
>
> However, I have browsed through the -bootstrap- help file and Statalist, 
> but I can't figure out how to do it, when the bootstrapping involves two 
> commands.
>
> All the best,
> Kristian
>
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