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st: Postlist for bootstrap
From
Vincenzo Carrieri <[email protected]>
To
[email protected]
Subject
st: Postlist for bootstrap
Date
Mon, 3 Jun 2013 17:26:14 +0200
Dear Statalisters,
I am trying to implement bootstrap estimations of standard errors for
concentration indexes but I get an error like: the variable "sesso"
(name of the first variable that I use in the regression) was not
found. I think that the problem is mostly on the use of postfile but I
cannot find the solution.
Here an example of what I did using just few variables.
I first using data:
use "C:\Users\User\Desktop\TEST.dta", replace
Then I Declare variable names and filename of dataset where results
will be stored
postfile test2 my ciy m01 b01 ci01 using
"C:\Users\User\Desktop\TEST.DTA",replace
Then I launch my programme
capture program drop index
program define index
regress sesso eta
predict sesso
sum sesso
scalar my = r(mean)
sum eta
scalar m01=r(mean)
tempname my ciy m01 b01 ci01
sca b01 = _b[eta]
gen rank=reddito
I compute concentration indices
corr rank sesso , c
sca ciy = 2*r(cov_12)/my
corr rank eta , c
sca ci01 = 2*r(cov_12)/m01
post stak my ciy m01 b01 ci01
end
Up to now everything is ok.
Finally I do boostrap:
bootstrap , reps(10) : index
Here I get the error message: variable sesso not found an error
occurred when bootstrap executed index
My code would continue:
I close the postfile
postclose test2
use "C:\Users\User\Desktop\test.dta", replace
sum my ciy m01 b01 ci01
Anyone can help me to understand what is wrong in my bootstrap programming?
Any help is appreciated.
Thanks,
Vincenzo
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