Hello, I have to use bootstrapping to add 90% confidence intervals to a ratio. How could I do that?
-
Login or Register
- Log in with
. use "C:\Program Files\Stata16\ado\base\a\auto.dta" (1978 Automobile Data) . g wanted=price/mpg . sum wanted Variable | Obs Mean Std. Dev. Min Max -------------+--------------------------------------------------------- wanted | 74 330.9413 237.2313 108.5143 1132.833 . bootstrap r(mean), reps(200) size(74) saving(C:\Users\user\Desktop\carlaz.dta, every(1) double replace) bca level(90) : sum wanted warning: Because summarize is not an estimation command or does not set e(sample), bootstrap has no way to determine which observations are used in calculating the statistics and so assumes that all observations are used. This means that no observations will be excluded from the resampling because of missing values or other reasons. If the assumption is not true, press Break, save the data, and drop the observations that are to be excluded. Be sure that the dataset in memory contains only the relevant data. (running summarize on estimation sample) Jackknife replications (74) ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 .................................................. 50 ........................ Bootstrap replications (200) ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 .................................................. 50 .................................................. 100 .................................................. 150 .................................................. 200 Bootstrap results Number of obs = 74 Replications = 200 command: summarize wanted _bs_1: r(mean) ------------------------------------------------------------------------------ | Observed Bootstrap Normal-based | Coef. Std. Err. z P>|z| [90% Conf. Interval] -------------+---------------------------------------------------------------- _bs_1 | 330.9413 27.20673 12.16 0.000 286.1902 375.6924 ------------------------------------------------------------------------------ . estat bootstrap Bootstrap results Number of obs = 74 Replications = 200 command: summarize wanted _bs_1: r(mean) ------------------------------------------------------------------------------ | Observed Bootstrap | Coef. Bias Std. Err. [90% Conf. Interval] -------------+---------------------------------------------------------------- _bs_1 | 330.94131 -1.561189 27.206732 288.9933 381.9036 (BC) ------------------------------------------------------------------------------ (BC) bias-corrected confidence interval .
Comment