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RE: st: bootstrap multiple equations?
From
"Tiago V. Pereira" <[email protected]>
To
[email protected]
Subject
RE: st: bootstrap multiple equations?
Date
Wed, 18 Aug 2010 18:44:35 -0300 (BRT)
Austin, if you don't want to compare the different models, the most
straightforward way is to create a r(class) program that outputs directly
the coefficients.
Within the program, you can write the N different models as locals, and
loop over all possible models, outputting the results as a a scalar.
Say your program loops over 10 models and outputs r(coef_1) ... r(coef_10).
You can create a single local
forvalues i = 1/10 {
local coefs " `coefs' r(coef_`i')"
}
dis "`coefs'"
and ask for the -bootstrap- to pick up all the returned coefficients with
this single local. Example:
bootstrap `coefs', reps(1000) : yourpogram
Hope this helps.
Tiago
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