Help! WLS + Bootstrap

[CheersToStata]

Hello everyone,

I would like to do a weighted-least-squares regression through a nonparametric bootstrap in stata. Does anybody know how this might work? The "vce(bootstrap.."
command does not work in combination with a "wls0" command


Thanks in advance!
CheersToStata

 

[maartenbuis]

You could try using the bootstrap prefix.

 

[CheersToStata]

Thank you maartenbuis!

Could you specify what you mean by that?

My "normal" bootstrap command looks like this:

regress spending income, vce(bootstrap, reps(1000)) level (99)

The wls reads as follows:

wls0 spending income,  wvar(spending) type(abse)

Thank you!

 

[maartenbuis]

I gave a link to the help file of bootstrap, there is enough information and examples there.