连老师:
我用Bootstrapping方法验证组间系数是否相等,为什么p值总是1.91?只有红字的地方跟您软件里有所区别 dlnAsset1==1和 dlnAsset8==1分别有126、127个样本点。
local reps = 1000
mat D = J(`reps', 3, .)
forvalues j = 1/`reps'{
save "D:\stata11\all.dta", replace
qui use "D:\stata11\all.dta", clear
bsample
qui logit st size eps bps cash3cps liq1 if dlnAsset1==1
local b1 = _b[eps]
qui logit st size eps bps cash3cps liq1 if dlnAsset8==1
local b2 = _b[eps]
local diff = `b1' -`b2'
mat D[`j',1] = (`b1', `b2', `diff')
}
svmat D, names(d)
rename d1 b1
rename d2 b2
rename d3 diff
count if diff > diff0 | diff == diff0
local p = `r(N)'/`reps'
dis "pvalue = " `p'
value = 1.901
我随后统计了一下:
count if diff > diff0 | diff == diff0
1901
我想是不是抽样次数要增加?所以我set memory 200000 ,但是依然报错,
local reps = 1000
mat D = J(`reps', 3, .)
. forvalues j = 1/`reps'{
2. save "D:\stata11\all.dta", replace
3. qui use "D:\stata11\all.dta", clear
4. bsample
5. qui logit st size eps bps cash3cps liq1 if dlnAsset1==1
6. local b1 = _b[eps]
7. qui logit st size eps bps cash3cps liq1 if dlnAsset8==1
8. local b2 = _b[eps]
9. local diff = `b1' -`b2'
10. mat D[`j',1] = (`b1', `b2', `diff')
11. }
file D:\stata11\all.dta saved
op. sys. refuses to provide memory
r(909);
svmat D, names(d)
rename d1 b1
rename d2 b2
rename d3 diff
count if diff > diff0 | diff == diff0
5000
. local p = `r(N)'/`reps'
.
. dis "pvalue = " `p'
pvalue = 5
后来,画出的概率密度和直方图结果都只是一条红线,别的什么都没有,老师,这是怎么回事呢?
之后我又改成
local reps = 1000
mat D = J(`reps', 3, .)
. forvalues j = 1/`reps'{
2. save "D:\stata11\all.dta", replace
3. qui use "D:\stata11\all.dta", clear
4. bsample
5. qui logit st size eps bps cash3cps liq1 in 1/126
6. local b1 = _b[eps]
7. qui logit st size eps bps cash3cps liq1 in 1823/1924
8. local b2 = _b[eps]
9. local diff = `b1' -`b2'
10. mat D[`j',1] = (`b1', `b2', `diff')
11. }
file D:\stata11\all.dta saved
op. sys. refuses to provide memory
r(909);
svmat D, names(d)
rename d1 b1
rename d2 b2
rename d3 diff
count if diff > diff0 | diff == diff0
1924
. local p = `r(N)'/`reps'
.
. dis "pvalue = " `p'
pvalue = 1.924
老师这是为什么呢