Hi all,
I am trying to do a bootstrapping approach (in state 12.2) around the residuals. I would like to run my original regression
reg y x1 x2
predict yhat
predict res, r
Then, I would like to assign the residuals randomly to each of my predicted yhats. Then, using the original vector of x1 and x2, I would repeat the regression. I am new to bootstrapping, but from what I can see, this bootstrap is not one of the defaults in Stata's bootstrap command. Am I correct on that?
Any help would be great.
Thanks,
Steve
I am trying to do a bootstrapping approach (in state 12.2) around the residuals. I would like to run my original regression
reg y x1 x2
predict yhat
predict res, r
Then, I would like to assign the residuals randomly to each of my predicted yhats. Then, using the original vector of x1 and x2, I would repeat the regression. I am new to bootstrapping, but from what I can see, this bootstrap is not one of the defaults in Stata's bootstrap command. Am I correct on that?
Any help would be great.
Thanks,
Steve
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