Stata - Resampling and Simulation Methods

New in Stata 10

Bootstrap sampling and estimation
  • Bootstrap Stata commands
  • Bootstrap user-written programs
  • Bootstrap coefficients from most estimation commands by adding an option
  • Bias estimation
  • Clustered data
  • Stratified data
  • Obtain bootstrapped standard errors from most estimation commands by adding an option
  • CI/variance estimators
    • Normal approximation
    • Percentile
    • Bias-corrected (BC)
    • Bias-corrected and accelerated (BCa)
  • post-bootstrapping
    • Tests of linear and nonlinear combinations of estimates
    • Linear and nonlinear combinations of estimates with confidence intervals



Jackknife estimation
  • Jackknife Stata commands
  • Jackknife user-written programs
  • Jackknife coefficients from most estimation commands by adding an option
  • Hold one out
  • Clustered data
  • Survey data
  • Obtain jackknifed standard errors from most estimation commands by adding an option
  • Post-jackknifing
    • Tests of linear and nonlinear combinations of estimates
    • Linear and nonlinear combinations of estimates with confidence intervals

Monte Carlo simulation

Permutation tests

  • Stratified data
  • One-sided tests
  • Two-sided tests
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Last revised:18/06/2007