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

Survey data

Obtain bootstrap standard errors from most estimation commands by adding an option

CI/variance estimators

Normal approximation

Percentile

Bias-corrected (BC)

Bias-corrected and accelerated (BCa)

Postbootstrapping

Tests of linear and nonlinear combinations of estimates

Linear and nonlinear combinations of estimates with confidence intervals

 

Random-number functions

Uniform over interval (0,1)

Uniform over interval (a,b)*

Uniform integers over interval [a,b]*

Standard normal

Normal, mean m and std. deviation 1

Normal, mean m and std. deviation s

Beta

Binomial

Cauchy

Chi-squared

Exponential*

Gamma

Hypergeometric

Inverse Gaussian

Laplace

Logistic, mean m and std. deviation π/√3*

Logistic, mean 0, scale s, std. deviation sπ/√3*

Logistic, mean m, scale s, std. deviation sπ/√3*

Negative binomial

Poisson

Student’s t

Weibull, shape a, scale b*

Weibull, shape a, scale b, location g*

Weibull (proportional hazards), shape a, scale b*

Weibull (proportional hazards), shape a, scale b, location g*

Random-number generators

64-bit Mersenne Twister generator*

Stream version of 64-bit Mersenne Twister

Allow random numbers to be drawn correctly on multiple machines or in multiple processes

Each stream is independent of other streams

When the stream generator is used, all random-number functions automatically become stream enabled.

32-bit KISS generator

 

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 jackknife standard errors from most estimation commands by adding an option

Postjackknifing

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