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st: Saving matrices with -simulate-
From
Bert Jung <[email protected]>
To
[email protected]
Subject
st: Saving matrices with -simulate-
Date
Sun, 8 May 2011 11:25:33 -0400
Dear Statalisters,
I am using -simulate- to write a bootstrap routine. In addition to
the usual statistics (coefficient estimates), I would like -simulate-
to save additional information that my program returns as a matrix.
In the following toy example, -myboot- returns the coefficients and a
matrix "seed" with the random seed that I created inside the program.
But "seed" is not saved in every bootstrap iteration; -simulate- only
saves the coefficients. (This is just for illustration, of course.)
Thanks for any pointers.
Best, Bert
cap program drop myboot
program define myboot, eclass
local seed = round( runiform()*1000000, 1 )
set seed `seed'
bsample
reg mpg rep78 trunk weight
mat seed = ( `seed' )
mat list seed
ereturn matrix seed=seed
end
sysuse auto, clear
reg mpg rep78 trunk weight
mat coeffs = e(b)
simulate , reps(10): myboot
ereturn list
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