This is more of a clarification question as my code runs without any errors:
I am working with NHANES data with the following characteristics:
Code:
. svydescribe Survey: Describing stage 1 sampling units pweight: wtint2yr VCE: linearized Single unit: centered Strata 1: sdmvstra SU 1: sdmvpsu FPC 1: <zero>
outcome= outcome variable
cov1=covariate 1
cov2=covariate 2
cov3=covariate 3
cov4=covariate 4
I have the following simple two step estimation procedure:
Code:
capture noisily program drop twostep global probitcovariates cov2 cov3 cov4 program twostep, rclass args y x covariates tempvar touse gen byte `touse' = 1 *First Step svy: probit `x' $probitcovariates predict xd2h gen phi2h = normalden(xd2h) gen PHI2h = normal(xd2h) gen gr2 = `x'*phi2h/PHI2h - (1 - `x')*phi2h/(1 - PHI2h) gen `x'_gr2= `x'*gr2 *Second Step svy:reg `y' `x' `covariates' `x'_gr2 gr2 *Dropping Variables w/ gr drop xd2h phi2h PHI2h gr2 `x'_gr2 end
I want to bootstrap my final estimates to account for the first step estimation. My code is
Code:
global covariates cov2 cov3 local bootreps = 100 bootstrap _b, reps(`bootreps') seed(123): twostep outcome cov1 "$covariates"
Code:
svy bootstrap
Thank you so much for your time and consideration.
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