boottest with cmp and multiple equations

[Serge Michel Garcia]

Dear statalist members,

I want to use boottest with cmp and mulitple equations, and I don't know how to select the independent variable to be tested in a specific equation.
for example :
cmp (y1 = x1 x2) (y2 = x1 x3) ind($cmp_cont cmp_cont) vce(cluster clu)
I want to first test x1 in the first equation but also x1 in the second equation.
If i write :
boottest x1
It is for the estimate of the second equation, isn't it?
However I want to test x1 in each of both equation. How can I do?

Can you help me?
Thanks

[David Roodman]

boottest emulates Stata's test command.
"boottest x1" tests that the coefficients on x1 in *both* equations are 0.
To test in just one equation, include the name of the equation. In cmp, the default name of the equation is its dependent variable. So do "boottest [y1]x1" or "boottest [y2]x1".

[Serge Michel Garcia]

Thanks so much, David, for this fast and clear reply.

[Serge Michel Garcia]

Dear Statalist members,
I have a new question. Does the boottest command work after GMNL (Generalised Multinomial Logit) estimation? And if so, how?
Thank you very much.
Serge

[David Roodman]

Possibly not. What program are you using for estimation? The gmnl package (type "findit gmnl") doesn't provide the return values that boottest needs. In particular it doesn't support "predict ..., score" after estimation. (It also doesn't provide an e(cmdline) macro in its return results so you would have to pass your estimation command line to boottest using its cmdline() option.)

Can gsem fit this model? If so, boottest would probably work with that. It would run the "score bootstrap" of Kline and Santos.

[Serge Michel Garcia]

Thank you David for your reply. Yes, I suspected I needed to use the cmdline option. I am using the GMNL package for a generalised mixed logit, which is quite different from what gsem can do.
Thanks again.