Currently, I only have access to Stata 11 to 14. In these releases, there appears to be a bug in
bootstrap. Here is an example
Code:
// example data
webuse rate2 , clear
// we only keep the relevant variables
keep rada radb
describe
// estimate kappa coefficient
kap rada radb
// correct results with -bootstrap-
bootstrap kappa = r(kappa) : kap rada radb
// incorrect results with -bootstrap-
// probably because -bootstrap- includes its temporary variables
bootstrap kappa = r(kappa) : kap *
bootstrap appears to unabbreviate the passed variable list after it adds its own temporary variables. This messes up the estimated coefficient(s). I have found, and reported to tech-support, a similar bug in
egen. while ago. The latter has been fixed. Could someone replicate the above with Stata 15 and/or 16 and confirm that this is a bug?
Best
Daniel
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