Friday, February 17, 2006

st: bootstrap a parameter vector

dear all,

i am trying to bootstrap a parameter vector.

i have written an eclass program along the lines of this:

cap program drop eff program eff, eclass dprobit geb bdate girl p2 p5 if achter==1 tempvar t g `t' = e(sample) matrix b = e(dfdx) eret post b, esample(`t') end

if i read the documentation well i can now bootstrap my estimates as follows:

. bootstrap , reps(100): eff


. bootstrap _b , reps(100): eff

but both throw an error:

. bootstrap , reps(100): eff (running eff on estimation sample) last estimation results not found, nothing to store estimation result __000002 not found r(111); t=0.17 15:27:41

does anyone know what i am doing wrong here?

thanks, edwin.

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