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       log:  d:\d_drive\classes\fall2010\boostrap_example.log
  log type:  text
 opened on:  19 Sep 2010, 13:30:08

. 
. * read in raw data from comma delimited data
. use cps87

. 
. * describe what is in the data set
. describe

Contains data from cps87.dta
  obs:        19,906                          
 vars:             7                          12 Aug 2008 13:05
 size:       318,496 (88.6% of memory free)
-------------------------------------------------------------------------------
              storage  display     value
variable name   type   format      label      variable label
-------------------------------------------------------------------------------
age             byte   %8.0g                  age in years
race            byte   %8.0g                  =1 if white non-Hisp, =2 if
                                                black non-Hisp, =3 if Hispanic
years_educ      byte   %8.0g                  years of competed education
union_status    byte   %8.0g                  =1 if in union, =2 otherwise
smsa_size       byte   %8.0g                  =1 if largest 19 smsa, =2 if
                                                other smsa, =3 not in smsa
region          byte   %8.0g                  =1 if northeast, =2 if midwest,
                                                =3 if south, =4 if west
weekly_earn     int    %8.0g                  usual weekly earnings, up to
                                                $999
-------------------------------------------------------------------------------
Sorted by:  race

. 
. * generate new variab;es
. gen age2=age*age

. gen ln_weekly_earn=ln(weekly_earn)

. gen union=union_status==1

. gen nonwhite=race>1

. 
. label var age2 "age squared"

. label var ln_weekly_earn "log earnings per week"

. label var union "1=in union, 0 otherwise"

. label var nonwhite "=1 if nonwhite, =0 otherwise"

. 
. 
. 
. *run simple regression
. reg ln_weekly_earn age age2 years_educ nonwhite union

      Source |       SS       df       MS              Number of obs =   19906
-------------+------------------------------           F(  5, 19900) = 1775.70
       Model |  1616.39963     5  323.279927           Prob > F      =  0.0000
    Residual |  3622.93905 19900  .182057239           R-squared     =  0.3085
-------------+------------------------------           Adj R-squared =  0.3083
       Total |  5239.33869 19905  .263217216           Root MSE      =  .42668

------------------------------------------------------------------------------
ln_weekly_~n |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         age |   .0679808   .0020033    33.93   0.000     .0640542    .0719075
        age2 |  -.0006778   .0000245   -27.69   0.000    -.0007258   -.0006299
  years_educ |    .069219   .0011256    61.50   0.000     .0670127    .0714252
    nonwhite |  -.1716133   .0089118   -19.26   0.000    -.1890812   -.1541453
       union |   .1301547   .0072923    17.85   0.000     .1158612    .1444481
       _cons |   3.630805   .0394126    92.12   0.000     3.553553    3.708057
------------------------------------------------------------------------------

. 
. * now boostrap the data.  takes N obs with replacement
. * save results in stata file bs-results.dta
. 
. bootstrap, saving(bs-results.dta, replace) rep(999) : regress ln_weekly_earn age age2 years_educ union
(running regress on estimation sample)
(note: file bs-results.dta not found)

Bootstrap replications (999)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
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Linear regression                               Number of obs      =     19906
                                                Replications       =       999
                                                Wald chi2(4)       =   8181.87
                                                Prob > chi2        =    0.0000
                                                R-squared          =    0.2956
                                                Adj R-squared      =    0.2955
                                                Root MSE           =    0.4306

------------------------------------------------------------------------------
             |   Observed   Bootstrap                         Normal-based
ln_weekly_~n |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         age |   .0677261   .0020929    32.36   0.000     .0636241    .0718281
        age2 |   -.000671   .0000256   -26.24   0.000    -.0007211   -.0006209
  years_educ |   .0737998   .0011444    64.49   0.000     .0715569    .0760427
       union |   .1275683   .0067367    18.94   0.000     .1143646    .1407721
       _cons |   3.545902   .0399948    88.66   0.000     3.467513     3.62429
------------------------------------------------------------------------------

. 
end of do-file