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
 

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

* New in Stata 9

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