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Re:Re: st: Postlist for bootstrap
From
Vincenzo Carrieri <[email protected]>
To
[email protected]
Subject
Re:Re: st: Postlist for bootstrap
Date
Tue, 4 Jun 2013 11:15:48 +0200
Thanks Nick for your suggestion.
I changed the name of the predicted variable as you suggested. However
I get anyway a new error message. Now the message is:
insufficient observations to compute bootstrap standard errors-no
results will be saved
Maybe the problem is on the use of postfile. I am new on the use of
postfile, but I follow suggestions contained in stata help.
Any help is appreciated.
Thanks
V.
-----------------------------
Date: Mon, 3 Jun 2013 17:11:21 +0100
From: Nick Cox <[email protected]>
Subject: Re: st: Postlist for bootstrap
We can't see your dataset but in
regress sesso eta
- -sesso- must be an existing variable, while in
predict sesso
- -sesso- must be a new variable name. That won't work therefore.
Nick
[email protected]
On 3 June 2013 16:26, Vincenzo Carrieri <[email protected]> wrote:
> 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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