SOFTWARE/STATA

 

Resampling and simulation methods

Bootstrap sampling and estimation

  • bootstrap of Stata commands
  • bootstrap of 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
Random-number generators
  • Beta
  • Binomial
  • χ2
  • Gamma
  • Hypergeometric
  • Negative binomial
  • Normal
  • Poisson
  • Student’s t
  • Uniform
 

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

  • Check the performance of statistical methods
  • Simulate Stata commands
  • Simulate user-written commands

Permutation tests

  • stratified data
  • one-sided tests
  • two-sided tests

* New in Stata 12

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