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st: Bootstrap error message
From
Alistair Windsor <[email protected]>
To
[email protected]
Subject
st: Bootstrap error message
Date
Wed, 11 May 2011 09:50:38 -0500
Dear Statalisters,
I am using a propensity score matching scheme to evaluate an education
intervention. Students self select into the intervention so some effort
needs to be taken to eliminate the selection bias in the data.
I am aware of the Imbens result on the lack of asymptotic validity for
bootstrapping for matching schemes and I am trying some propensity score
reweighting schemes as well but thusfar the propensity score matching
scheme does the best job of eliminating observed difference and seems to
be the least sensitive to specification. In addition it is easy to explain.
My problem concerns the fact that when I run my bootstrap command over
my matching scheme in a case where there is classification with no
students in it I get an error message
e(b) not found
and the bootstrap aborts. Altering the code so that it should adapt to
empty classifications has not helped. The relevant code in enclosed in a
capture block. It all ran fine until I turned it into a program and
bootstrapped it. Can anyone see my mistake?
Many thanks in advance,
Alistair
My program is as follows:
capture program drop difference
program define difference, rclass
local intervention `1'
local controls female i.race i.major freshgpa nfreshgpa
local outcomes retained gpa
qui: gen float weight = .
foreach measure of local outcomes {
qui: gen att_`measure' = .
}
forvalues y = 1/2 {
qui: levelsof classification if `intervention'==1 & yr==`y',
local(classifications)
foreach c of local classifications {
capture {
qui: xi: psmatch2 `intervention' `controls' ///
if yr == `y' & classification == "`c'", ///
outcome(`outcomes') noreplacement descending common quietly
nowarning
qui: replace weight = _weight if yr == `y' & classification == "`c'"
foreach measure of local outcomes {
qui: replace att_`measure' = r(att_`measure') if yr == `y' & ///
classification == "`c'" & `intervention' & weight == 1
}
}
}
}
sum att_gpa if `intervention' == 1 & weight == 1, meanonly
return scalar gpa_diff = r(mean)
sum att_retained if `intervention' == 1 & weight == 1, meanonly
return scalar retained_diff = r(mean)
qui: drop weight
foreach measure of local outcomes {
qui: drop att_`measure'
}
end
The main body of the loop
foreach intervention of local interventions {
log using ...
qui: drop if mstem & `intervention' == 0
bootstrap r(gpa_diff) r(retained_diff), seed(6784431)
strata(`intervention' yr) reps(15) nodrop : difference `intervention'
log close
pause
restore, preserve // This restores the data set to where it was
before I dropped students.
}
It took a while for me to discover the nodrop option. The code is a
bastardized mix of Stata 10 and 11. Apologies.
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