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Re: st: Saving matrices with -simulate-
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Saving matrices with -simulate-
Date
Sun, 8 May 2011 17:24:46 +0100
I guess you could change your -myboot- so that it leaves extra stuff
somewhere else, e.g. using -postfile-.
On Sun, May 8, 2011 at 4:25 PM, Bert Jung <[email protected]> wrote:
> 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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