help boot_drf (SJ15-4: st0412)

Title

boot_drf -- Bootstrapped standard errors for the dose-response function

Syntax

boot_drf,
rep(number)
[size(number)
saving(filename)
bca]

Description

The postestimation command boot_drf is for use after the user-written
command ctreatreg. boot_drf calculates and plots in a graph the
bootstrapped standard errors of the dose-response function as estimated by
ctreatreg. The statistical significance level is the same as the one
indicated in the option ci() of ctreatreg.

Options

rep(number) specifies the number of bootstrap
replications. rep() is required.

size(number) specifies the sample size of a single
bootstrap replication. By default, it is equal to the current sample size.

saving(filename) specifies to save the resulting graph
in filname.gph.

bca specifies to estimate confidence intervals by the bias-corrected
and accelerated method.

Remarks

boot_drf creates the variables _G1, _G2, _G3, and
_G4. These variables indicate the confidence interval lower bound
(_G1) and upper bound (_G3), the dose-response function
(_G2), and the grid (_G4).

Example

. clear

. set obs 5000

. set seed 1010

. generate treatment=rbinomial(1,0.5)

. generate dose=runiform()*100

. replace dose=0 if treatment==0

. generate outcome =rnormal(7,1)

. generate x1=rnormal(2,1)

. generate x2=rnormal(5,2)

. generate z1=rnormal(0,1)

. generate z2=rnormal(3,2)

. ctreatreg outcome treatment x1 x2, delta(10) hetero(x1 x2) model(ct-ols) ct(dose) ci(5) m(3) s(25)

. boot_drf, rep(5) size(50)

Author

Giovanni Cerulli

Ceris-CNR

National Research Council of Italy

Institute for Economic Research on Firms and Growth

Rome, Italy

g.cerulli@ceris.cnr.it

Also see

Article: Stata Journal, volume 15, number 4: st0412

Help: ctreatreg, ivtreatreg, treatrew, pscore, psmatch2, nnmatch (if installed), [TE] etregress, [R] ivregress