How to use bootstrap to esitimate the parameters through using WLS ?

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

The question in my course is 'bootstrap estimate of the parameters using your weight
least squares regression'.

I don't know how to use STATA to solve this question.

My code is  " reg y x1 x2 x3 [aweight=h], vce[bootstrap, reps(10000)]"

Is it right?

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：parameters Parameter Bootstrap Bootstra paramete through

Chinese is ok. I just cannot type chinese in the computer in the university.

you are mostly correct.

See an example below

. sysuse auto, clear
        . regress mpg turn trunk, vce(bootstrap, rep(300) saving(bsreg))
        . bstat using bsreg