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  • Bootstrapping multiple regressions - summary statistics

    Dears,

    I am trying to bootstrap simultaneously multiple regressions following the advice by Fernando Rios from this previous post (see #5): https://www.statalist.org/forums/for...-the-bootstrap

    I would like to produce a table using esttab, but I don't know how to add the mean of the dependent variable and the number of observations below each column.

    So, using the same example from that post, my code would be:

    Code:
    set linesize 80
    webuse nlswork, clear (National Longitudinal Survey. Young Women 14-26 years of age in 1968)
    
    capture program drop twools
    program define twools, eclass
    reghdfe ln_wage tenure ttl_exp, abs(idcode)
    matrix b1=e(b)
    reghdfe ln_wage age not_smsa, abs(idcode)
    matrix b2=e(b)
    matrix coleq b1=eq1
    matrix coleq b2=eq2
    matrix b=b1,b2
    ereturn post b
    end
    
    bootstrap: twools
    
    esttab, b se nolz unstack
    I need to change the dependent variable in some cases, so I need to report the mean for each model separately. As for the nr of observations, I am still struggling to see how I can change the sample across specifications within the same bootstrap program. But in any case, my question now is how I can add the statistics for each model at the end of the corresponding column.

    Thanks a lot for any guidance on this.
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