Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Wild Bootstrap for Tobit
From
Maria Navarro <[email protected]>
To
[email protected]
Subject
st: Wild Bootstrap for Tobit
Date
Thu, 18 Oct 2012 17:19:44 +0100
Hi all,
I would like to apply a wild bootstrap procedure to a non-linear
model, a Tobit to be more specific. I would appreciate if you could
help me with this (See below my program for a linear regression)
Thanks a lot in advance
Best regards,
Maria
forv i=1(1)400{
quietly reg y x z
predict xb
predict u, res
gen ustar=-0.618034*u
replace ustar=1.618034*u if runiform() > 0.723607
gen ystar=xb+ustar
quietly reg ystar x z
matrix b=_b[x]
if `i'==1 matrix mx=b
else matrix mx=(mx \ b)
svmat mx
sum mx
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/