st: bootstrap problem on a user written program: insufficient observations to compute bootstrap standard errors

[Marco Savegnago <savegnago.marco@gmail.com>]

Dear Statalisters,

I have a trouble using the bootstrap prefix.

Before resorting to Statalist, I've looked online and on textbooks for
a solution, without finding it.

Assume we want to bootstrap the difference between 2 OLS estimations
(for 2 subpopulations identified by a dummy variable) and that we
write our rclass program.

cap prog drop myprog

            prog def myprog, rclass

            syntax varlist(min=3 max=3 numeric)

            tokenize `varlist'


            qui reg `1' `2' if `3' == 0

            scalar beta_0 = _b[`2']


            qui reg `1' `2' if `3' == 1

            scalar beta_1 = _b[`2']


            scalar diffbeta = beta_1 - beta_0

            disp in ye "Diff in beta between  (" "`3'" " = 1)  and  ("
"`3'" " = 0) is "   as result diffbeta

            return scalar diffbeta=diffbeta

end

Let's test it and check it works:

sysuse auto, clear

myprog price mpg foreign

ret list



However, when I try to use it in bootstrap, I encounter this problem:


 . bootstrap dbet = r(diffbeta): myprog price mpg foreign

(running myprog on estimation sample)



Bootstrap replications (50)

----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5

xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx    50

insufficient observations to compute bootstrap standard errors

no results will be saved

r(2000);



Is there any suggestion to solve the problem?

I hope someone can help,


Thank you very much,
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