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  • Bootstrapped linear regression

    Hello,
    When you run a boostrapped regression in STATA, no F statistic is reported for the linear regression. Is there a particular reason for this?
    Any help would be greatly appreciated!
    Best wishes
    Alex

  • #2
    Alex:
    could you please share what you typed and what Stata gave you back (as per FAQ)? Thanks.
    Kind regards,
    Carlo
    (Stata 19.0)

    Comment


    • #3
      Hello,
      Thank you for your reply! Unfortunately I cannot as my research institution accidentally revoked my access to the secure hub in which all my data analysis resides!
      the command i used was

      'bootstrap r(p50), reps (1000)'

      I am really sorry if that does not help you at all!
      Best wishes
      Alex

      Comment


      • #4
        without seeing what Stata actually did show you, and the exact command you used, this is unclear - however, you should note that the overall F statistic is replaced by a Wald chi-squared statistic in many situations - was there a Wald chi-squared stat reported? also did you note in the manual that using "vce(bootstrap ...)" is preferred in what I am guessing is your situation?

        Comment


        • #5
          Hello Rich,
          Thank you so much for your reply. I really appreciate how unclear it is and I apologise for that as I know that makes it very hard to help me!
          Firstly, I actually did use vce(bootstrap), I just checked my notes and that IS the command I used.

          Yes, a Wald chi-squared test statistic was reported. I have scoured online but am unable to find how to interpret the output of a wald chi squared. My result was 'Wald chi2 (9) = 318.22'.
          Any help would be incredible!
          Thank you

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