Forvalue loop in self-design bootstrap

[Ning Wei]

I am a beginning learner of Mata, and I came across a feedback of "break" when running the code below:

forvalues i = 1/20 {

clear all
set obs 100
  
program define myboot, rclass
    preserve
    bsample
    gen new7`i'id=id
    xtset new7`i'id qdate
    xtreg F`i'.y $bplinshock $bplinxlist, fe robust
    scalar bylinh`i'=_b[$bplinshock]
    gen new8`i'id=id
    xtset new8`i'id qdate
    xtreg F`i'.g $bplinshock $bplinxlist, fe robust
    scalar bglinh`i' = _b[$bplinshock]
    scalar sumliny = bylinh`i' + sumliny
    scalar sumling = bglinh`i' + sumling
    return scalar multlinh`i'=sumliny/sumling
    restore
end
simulate multlinh`i'=r(multlinh`i'), reps(100): myboot
sum
bstat, stat(multlinh`i'_obs) n(100)
estat bootstrap, all
  }

stata 16 SE

[William Lisowski]

This isn't really a Mata question: no Mata is used in your code, and this post would have seen a larger, more appropriate audience in the General Forum rather than the Mata Forum.

With that said, you cannot define your program within the loop. You will have to move it outside the loop and pass `i' in as an argument. Perhaps something like the following untested code.

capture program drop myboot
program define myboot, rclass
    args i
    preserve
    bsample
    gen new7`i'id=id
    xtset new7`i'id qdate
    xtreg F`i'.y $bplinshock $bplinxlist, fe robust
    scalar bylinh`i'=\_b[$bplinshock]
    gen new8`i'id=id
    xtset new8`i'id qdate
    xtreg F`i'.g $bplinshock $bplinxlist, fe robust
    scalar bglinh`i' = \_b[$bplinshock]
    scalar sumliny = bylinh`i' + sumliny
    scalar sumling = bglinh`i' + sumling
    return scalar multlinh`i'=sumliny/sumling
    restore
end

forvalues i = 1/20 {

clear all
set obs 100
  
simulate multlinh`i'=r(multlinh`i'), reps(100): myboot `i'
sum
bstat, stat(multlinh`i'\_obs) n(100)
estat bootstrap, all
  }

[Ning Wei]

Really appreciate your help!

[Ning Wei]

Hello! I am bothering you again. When I run the improved code in stata 16SE， I receive the following error message:

capture program drop myboot
program define myboot, rclass
    args i
    preserve
    bsample
    gen new7`i'id=id
    xtset new7`i'id qdate
    xtreg F`i'.y $bplinshock $bplinxlist, fe robust
    scalar bylinh`i'=\_b[$bplinshock]
    gen new8`i'id=id
    xtset new8`i'id qdate
    xtreg F`i'.g $bplinshock $bplinxlist, fe robust
    scalar bglinh`i' = \_b[$bplinshock]
    scalar sumliny = bylinh`i' + sumliny
    scalar sumling = bglinh`i' + sumling
    return scalar multlinh`i'=sumliny/sumling
    restore
end

forvalues i = 1/20 {

clear all
set obs 100
  
simulate multlinh`i'=r(multlinh`i'), reps(100): myboot `i'
sum
bstat, stat(multlinh`i'\_obs) n(100)
estat bootstrap, all
  }

myboot command not found
r(111);

[William Lisowski]

The

clear all

command drops all programs. Move it before the program definition.

[Ning Wei]

Thank you again for your valuable help!