---------------------------------------------------------------------------------------------------------- log: c:\misc\tmp\classes\bootstrap.log log type: text opened on: 21 Nov 2005, 20:20:36 . do c:\misc\tmp\classes\bootstrap.do . version 8.2 . #delimit ; delimiter now ; . clear, replace; . program drop _all; . set mem 100M; Current memory allocation current memory usage settable value description (1M = 1024k) -------------------------------------------------------------------- set maxvar 5000 max. variables allowed 1.733M set memory 100M max. data space 100.000M set matsize 400 max. RHS vars in models 1.254M ----------- 102.987M . infix str10 county 1- 9 > str2 state 10-11 > long pop 12-25 > float pct6574 26-31 > float pct75_ 33-40 > int hosps 42-47 > long beds 48-55 > double income 56-63 > using "c:\misc\tmp\classes\countyhosp.prn"; (3141 observations read) . gen anyhosp = hosps>0 & hosps<.; . gen logpop = log(pop); . gen loginc = log(income); . des; Contains data obs: 3,141 vars: 11 size: 166,473 (99.8% of memory free) ------------------------------------------------------------------------------- storage display value variable name type format label variable label ------------------------------------------------------------------------------- county str9 %9s state str2 %9s pop long %12.0g pct6574 float %9.0g pct75_ float %9.0g hosps int %8.0g beds long %12.0g income double %10.0g anyhosp float %9.0g logpop float %9.0g loginc float %9.0g ------------------------------------------------------------------------------- Sorted by: Note: dataset has changed since last saved . sum; Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- county | 0 state | 0 pop | 3141 79181.75 263812.7 52 8863164 pct6574 | 3141 8.285673 2.220192 .6 21.1 pct75_ | 3141 6.578287 2.399862 0 15.9 -------------+-------------------------------------------------------- hosps | 3141 1.700732 3.704133 0 125 beds | 3141 294.1894 1024.015 0 27700 income | 3141 28476.08 7164.253 10903 65201 anyhosp | 3141 .7994269 .4004929 0 1 logpop | 3141 10.12743 1.376899 3.951244 15.99741 -------------+-------------------------------------------------------- loginc | 3141 10.22757 .2398316 9.296793 11.08523 . logit anyhosp logpop pct75_ loginc; Iteration 0: log likelihood = -1574.2561 Iteration 1: log likelihood = -1214.9934 Iteration 2: log likelihood = -1158.4286 Iteration 3: log likelihood = -1153.4164 Iteration 4: log likelihood = -1153.3567 Iteration 5: log likelihood = -1153.3567 Logit estimates Number of obs = 3141 LR chi2(3) = 841.80 Prob > chi2 = 0.0000 Log likelihood = -1153.3567 Pseudo R2 = 0.2674 ------------------------------------------------------------------------------ anyhosp | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- logpop | 1.437266 .0673671 21.33 0.000 1.305228 1.569303 pct75_ | .2829319 .0243551 11.62 0.000 .2351969 .3306669 loginc | .2764967 .2518284 1.10 0.272 -.2170779 .7700713 _cons | -17.2246 2.570384 -6.70 0.000 -22.26246 -12.18674 ------------------------------------------------------------------------------ . mfx compute; Marginal effects after logit y = Pr(anyhosp) (predict) = .88291225 ------------------------------------------------------------------------------ variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ] X ---------+-------------------------------------------------------------------- logpop | .1485819 .00673 22.08 0.000 .135394 .16177 10.1274 pct75_ | .029249 .00263 11.10 0.000 .024086 .034412 6.57829 loginc | .0285837 .02588 1.10 0.269 -.022145 .079313 10.2276 ------------------------------------------------------------------------------ . predict phat, p; . matrix Var = e(V); . matrix list Var; symmetric Var[4,4] logpop pct75_ loginc _cons logpop .00453833 pct75_ .00067256 .00059317 loginc -.00319055 .00115722 .06341754 _cons -.01497959 -.02215938 -.62166915 6.6068727 . gen me_inc = phat*(1-phat)*_b[loginc]; . sum me_inc; Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- me_inc | 3141 .0317799 .0216798 .000015 .0691242 . gen dmedb1 = (1-2*phat)*phat*(1-phat)*_b[loginc]; . gen dmedbinc = dmedb1*loginc+phat*(1-phat); . gen dmedbpct = dmedb1*pct75_; . gen dmedbpop = dmedb1*logpop; . sum dmedb1 dmedbpop dmedbpct dmedbinc; Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- dmedb1 | 3141 -.0128429 .0128771 -.0266059 .0266058 dmedbpop | 3141 -.1300724 .1175621 -.2818392 .2370745 dmedbpct | 3141 -.0923185 .0984364 -.3928462 .2862642 dmedbinc | 3141 -.0158526 .1447099 -.1367609 .4598315 . matrix grad = J(1,4,0); . matrix list grad; grad[1,4] c1 c2 c3 c4 r1 0 0 0 0 . quietly sum dmedb1; . matrix grad[1,1]=r(mean); . quietly sum dmedbpop; . matrix grad[1,2]=r(mean); . quietly sum dmedbpct; . matrix grad[1,3]=r(mean); . quietly sum dmedbinc; . matrix grad[1,4]=r(mean); . matrix list grad; grad[1,4] c1 c2 c3 c4 r1 -.0128429 -.13007238 -.09231849 -.01585264 . matrix v_me_inc = grad*Var*(grad'); . matrix list v_me_inc; symmetric v_me_inc[1,1] r1 r1 .000317 . display sqrt(v_me_inc[1,1]); .01780436 . bootstrap "logit anyhosp logpop pct75_ loginc" _b, reps(100) bca; command: logit anyhosp logpop pct75_ loginc statistics: b_logpop = _b[logpop] b_pct75_ = _b[pct75_] b_loginc = _b[loginc] b_cons = _b[_cons] Bootstrap statistics Number of obs = 3141 Replications = 100 ------------------------------------------------------------------------------ Variable | Reps Observed Bias Std. Err. [95% Conf. Interval] -------------+---------------------------------------------------------------- b_logpop | 100 1.437266 .0009176 .0604895 1.317241 1.55729 (N) | 1.314238 1.547163 (P) | 1.314238 1.547163 (BC) | 1.314238 1.540309 (BCa) b_pct75_ | 100 .2829319 .0003061 .0259482 .2314451 .3344187 (N) | .231732 .341262 (P) | .231732 .341262 (BC) | .231732 .341262 (BCa) b_loginc | 100 .2764967 .0321999 .3057585 -.3301946 .883188 (N) | -.1983473 .8591551 (P) | -.2531587 .842283 (BC) | -.2531587 .842283 (BCa) b_cons | 100 -17.2246 -.3329253 3.12427 -23.42383 -11.02537 (N) | -23.7112 -12.01756 (P) | -23.32292 -11.92404 (BC) | -23.32292 -11.92404 (BCa) ------------------------------------------------------------------------------ Note: N = normal P = percentile BC = bias-corrected BCa = bias-corrected and accelerated . program me_income, rclass; 1. version 8.2; 2. logit anyhosp logpop pct75_ loginc; 3. predict phat_temp, p; 4. gen me_inc_temp = phat_temp*(1-phat_temp)*_b[loginc]; 5. quietly sum me_inc_temp; 6. local meinc = r(mean); 7. drop phat_temp me_inc_temp; 8. return scalar marg_eff = `meinc'; 9. end; . bootstrap "me_income" r(marg_eff), reps(100); command: me_income statistic: _bs_1 = r(marg_eff) Bootstrap statistics Number of obs = 3141 Replications = 100 ------------------------------------------------------------------------------ Variable | Reps Observed Bias Std. Err. [95% Conf. Interval] -------------+---------------------------------------------------------------- _bs_1 | 100 .0317799 -.0056556 .0298484 -.0274458 .0910057 (N) | -.0333813 .0792937 (P) | -.0279023 .0924998 (BC) ------------------------------------------------------------------------------ Note: N = normal P = percentile BC = bias-corrected . end of do-file . log close log: c:\misc\tmp\classes\bootstrap.log log type: text closed on: 21 Nov 2005, 20:21:16 ----------------------------------------------------------------------------------------------------------