BOOTSTRAP SAMPLING AND ESTIMATION

• Bootstrap Stata commands
• Bootstrap community-contributed 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 community-contributed 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 community-contributed commands

PERMUTATION TESTS

• Stratified data
• One-sided tests
• Two-sided tests
• Enumeration of all possible permutations