droodman / boottest Goto Github PK
View Code? Open in Web Editor NEWStata module for fast wild bootstrap-based inference. Releases posted here are appropriate for use, and are usually posted promptly on SSC.
boottest's People
Contributors
Stargazers
Watchers
boottest's Issues
Boottest after xtreg and reghdfe
Hello David,
Thank you very much for giving the wild-bootstrap test for Stata.
Running boottest after xtreg or reghdfe (one fixed-effect) I receive the error:
boottest_stata(): 3001 expected 54 arguments but received 58
<istmt>: - function returned error
It happened after updating boottest. I have tried to uninstall and re-install again, but it hasn't solved the issue.
I found your response on the statalist https://www.statalist.org/forums/forum/general-stata-discussion/general/1329657-boottest-error and did what you suggested, but the issue remained.
I am using Stata17 MP. Could you please help me with this issue?
. which boottest
C:\Users\tew559\ado\plus\b\boottest.ado
*! boottest 4.1.0 13 July 2022
*! Copyright (C) 2015-22 David Roodman
*! Version history at bottom
. whichpkg boottest
All instances on search path of components of package boottest.pkg:
C:\Users\tew559\ado\plus\b\boottest.ado
*! boottest 4.1.0 13 July 2022
*! Copyright (C) 2015-22 David Roodman
*! Version history at bottom
C:\Users\tew559\ado\plus\b\boottest.mata
*! boottest 4.0.3 3 April 2022
*! Copyright (C) 2015-22 David Roodman
C:\Users\tew559\ado\plus\b\boottest.sthlp
{* *! boottest 4.1.0 19 July 2022}{...}
C:\Users\tew559\ado\plus\a\artest.ado
*! artest 4.0.0 18 March 2022
*! Copyright (C) 2015-22 David Roodman
C:\Users\tew559\ado\plus\s\scoretest.ado
*! scoretest 4.0.0 18 March 2022
*! Copyright (C) 2015-22 David Roodman
C:\Users\tew559\ado\plus\w\waldtest.ado
*! waldtest 4.0.0 18 March 2022
*! Copyright (C) 2015-22 David Roodman
C:\Users\tew559\ado\plus\l\lboottest.mlib
Best regards,
Denys
Julia implementation
Hi and thank you for this package!
Have you considered an implementation in Julia?
lboottest.mlib is read-only
Hi David,
Thank you so much for this excellent command!
I've been trying to run Stata on a server with no Internet access or admin rights. When I use boottest, for example:
sysuse auto
reg price weight
boottest weight
comes the error messgae "file c:\ado\plus/l/lboottest.mlib is read-only; cannot be modified or erased r(608)".
Do you have any idea why? Is it because running boottest actually requires the write or execute permission for the sysdir folder? Thanks again!
Enforcing null in tobit
Hi @droodman,
I've been trying to use boottest with a tobit model. The boottest help file notes that tobit models did not work up until Stata 15. However, there still appears to be issues when using Stata 15 and trying to enforce the null hypothesis.
Minimum working example is below:
version
sysuse auto, clear
replace price = 6000 if price < 6000
tobit price mpg, ll vce(cluster rep78)
boottest mpg, reps(1000)
boottest mpg, nonull reps(1000)
My output:
. version
version 15.1
. sysuse auto, clear
(1978 Automobile Data)
. replace price = 6000 if price < 6000
(51 real changes made)
.
. tobit price mpg, ll vce(cluster rep78)
Refining starting values:
Grid node 0: log likelihood = -261.1434
Fitting full model:
Iteration 0: log pseudolikelihood = -261.1434
Iteration 1: log pseudolikelihood = -234.4658
Iteration 2: log pseudolikelihood = -228.21312
Iteration 3: log pseudolikelihood = -226.69429
Iteration 4: log pseudolikelihood = -226.63129
Iteration 5: log pseudolikelihood = -226.63087
Iteration 6: log pseudolikelihood = -226.63087
Tobit regression Number of obs = 69
Uncensored = 21
Limits: lower = 6,000 Left-censored = 48
upper = +inf Right-censored = 0
F( 1, 68) = 2.69
Prob > F = 0.1054
Log pseudolikelihood = -226.63087 Pseudo R2 = 0.1181
(Std. Err. adjusted for 5 clusters in rep78)
------------------------------------------------------------------------------
| Robust
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg | -668.2116 407.1391 -1.64 0.105 -1480.645 144.2218
_cons | 17079.71 6727.683 2.54 0.013 3654.824 30504.59
-------------+----------------------------------------------------------------
var(e.price)| 2.19e+07 6803213 1.18e+07 4.07e+07
------------------------------------------------------------------------------
. boottest mpg, reps(1000)
Re-running regression with null imposed.
option constraints() not allowed
Error imposing null. Perhaps tobit does not accept the constraints(), from(), and iterate() options,
> as needed.
r(198);
. boottest mpg, nonull reps(1000)
Warning: with 5 Clusters, the number of replications, 1000, exceeds the universe of Rademacher draws,
> 2^5 = 32. Sampling each once.
Consider Webb weights instead, using weight(webb).
Score bootstrap, null not imposed, 32 replications, Wald test, bootstrap clustering by rep78, Rademac
> her weights:
mpg
t(4) = -1.6169
Prob>|t| = 0.3750
.
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.