st: bootstrapping results from more than one command

[Kaisa Kotakorpi <kaisa.kotakorpi@uta.fi>]

Dear Statalist,

I am wondering about the following question: With the bootstrap command, 
is it really possible only to bootstrap statistics that come out of one 
analysis command at a time?

I'm trying to do the following: We are estimating a system of 8 demand 
equations (QUAIDS), out of which we get 64 price elasticities for 18 000 
households. We want bootstrapped estimates for the weighted averages  of 
each of these 64 elasticities. We have written a programme that (i) 
estimates the demand system; (ii) calculates the household-specific 
elasticities and (iii) calculates the weighted averages of these 
elasticities. At the end of the programme, we would thus have a separate 
"mean" command (with option pweight) for each elasticity. (We cannot run 
these within one "mean"-command, as we require different weights for 
each mean; if we could use the same weights, we could estimate all means 
on one line, in which case we would be able to produce them all at once).

However, bootstrapping this programme will produce only what is in the 
e() at the end of the programme, i.e. we will only get the last one of 
the 64 mean elasticities. Is there a way to store the rest of the 
elasticities, and get them bootstrapped also? (What we really want 
repeated is the demand system estimation, and all 64 elasticities follow 
from this.)

I'm using STATA 11.0.

Best,
Kaisa

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