bootstrap_mse.hlp

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{smcl}
{* 30mar2005}{...}
{* this file gotten to from clickable output produced by _coef_table.ado}{...}
{title:What does "Bstrap *" mean?}

{pstd}
Your estimation results have "{bf:Bstrap *}" in the table header above the
column of standard errors.

{pstd}
The {bf:Bstrap} in "{bf:Bstrap *}" indicates that the standard errors were
computed using the bootstrap resampling method.  This means that you specified
the {help vce_option:vce(bootstrap)} option of an estimation command or
computed the estimation results using {helpb bootstrap}.  By default,
{cmd:vce(bootstrap)} and {cmd:bootstrap} compute the variance using deviations
of the bootstrap replicates from their mean.

{pstd}
The {bf:*} in "{bf:Bstrap *}" indicates that the standard errors were
calculated using the mean squared error formula (MSE) of the bootstrap
variance estimator.  This means that you specified {cmd:vce(bootstrap, mse)}
or the {cmd:mse} option of {cmd:bootstrap}.

{pstd}
See {bf:[R] bootstrap} for a detailed discussion of the bootstrap resampling
method for variance (and standard error) estimation.


{title:Also see}

{psee}
Manual:  {bf:[R] bootstrap},
{bf:[R]} {it:vce_option}

{psee}
Online:  {helpb bootstrap},
{it:{help vce_option}}
{p_end}