bootstrap_postestimation.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 28mar2005}{...}
{cmd:help bootstrap postestimation}{right:also see:  {helpb bootstrap}}
{hline}

{title:Title}

{p2colset 5 37 39 2}{...}
{p2col :{hi:[R] bootstrap postestimation} {hline 2}}Postestimation tools for
bootstrap{p_end}
{p2colreset}{...}


{title:Description}

{pstd}
The following postestimation command is of special interest after {cmd:bootstrap}:

{synoptset 19 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
{synopt :{helpb bootstrap postestimation##estatbootstrap:estat bootstrap}}percentile-based 
	and bias-corrected CI tables{p_end}
{synoptline}
{p2colreset}{...}

{pstd}
In addition, the following standard postestimation commands are available:

{synoptset 19 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
{p2coldent :* {helpb adjust}}adjusted predictions of xb, pr, or exp{p_end}
INCLUDE help post_estat
INCLUDE help post_estimates
{p2coldent :* {bf:{help lincom}}}point estimates, standard errors, testing, and
inference for linear combinations of coefficients{p_end}
{p2coldent :* {helpb mfx}}marginal effects or elasticities{p_end}
{p2coldent :* {bf:{help nlcom}}}point estimates, standard errors, testing and
inference for nonlinear combinations of coefficients{p_end}
{p2coldent :* {helpb bootstrap postestimation##predict:predict}}predictions, residuals, influence statistics, and other diagnostic measures{p_end}
{p2coldent :* {helpb predictnl}}point estimates, standard errors, testing, and inference for generalized predictions{p_end}
{p2coldent :* {bf:{help test}}}Wald tests for simple and composite linear
hypotheses{p_end}
{p2coldent :* {bf:{help testnl}}}Wald tests of nonlinear hypotheses{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}* This postestimation command is allowed if it may be used after {it:command}.


{title:Special-interest postestimation command}

{pstd}
{cmd:estat bootstrap} displays a table for confidence intervals for each
statistic from a bootstrap analysis.


{marker predict}{...}
{title:Syntax for predict}

{pstd}
The syntax of {cmd:predict} (and even if {cmd:predict} is allowed) following
{cmd:bootstrap} depends upon the {it:command} used with {cmd:bootstrap}.
If {cmd:predict} is not allowed, neither are {cmd:adjust},
{cmd:mfx}, or {cmd:predictnl}.


{marker estatbootstrap}{...}
{title:Syntax for estat bootstrap}

{p 8 14 2}
{cmd:estat} {cmdab:boot:strap} [{cmd:,} {it:options}]

{synoptset 14}{...}
{synopthdr}
{synoptline}
{synopt :{opt all}}all available CIs{p_end}
{synopt :{opt bc}}bias-corrected CIs{p_end}
{synopt :{opt bca}}bias-corrected and accelerated (BC_a) CIs{p_end}
{synopt :{opt nor:mal}}normal based CIs{p_end}
{synopt :{opt p:ercentile}}percentile CIs{p_end}
{synopt :{opt nohead:er}}suppress the table header{p_end}
{synopt :{opt noleg:end}}suppress the table legend{p_end}
{synopt :{opt v:erbose}}display the full table legend{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}{opt bc}, {opt bca}, {opt normal}, and {opt percentile} may be used
together.


{title:Options for estat bootstrap}

{phang}
{opt bc} displays bias-corrected confidence intervals.  This is the default
when no other confidence interval options are specified.

{phang}
{opt bca} displays bias-corrected and accelerated confidence intervals.  

{phang}
{opt normal} displays normal approximation confidence intervals.

{phang}
{opt percentile} displays percentile confidence intervals.

{phang}
{opt all} displays all available confidence intervals.

{phang}
{opt noheader} suppresses display of the table header.  This option implies
{opt nolegend}.

{phang}
{opt nolegend} suppresses display of the table legend, which identifies the
rows of the table with the expressions they represent.

{phang}
{opt verbose} requests that the full table legend be displayed.


{title:Examples}

{phang}{cmd:. bootstrap, reps(100) bca: reg mpg weight gear foreign}{p_end}
{phang}{cmd:. estat bootstrap, all}{p_end}
{phang}{cmd:. test gear + foreign = 0}{p_end}
{phang}{cmd:. nlcom _b[gear_ratio] / _b[foreign]}{p_end}


{title:Also see}

{psee}
Manual:  {bf:[R] bootstrap postestimation}

{psee}
Online:  {helpb bootstrap};{break}
{helpb adjust}, {helpb estimates}, 
{helpb lincom}, {helpb lincom}, {helpb mfx}, {helpb nlcom},
{helpb predictnl}, {helpb test}, {helpb testnl}
{p_end}