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Rerun unit tests in Stata 19, Windows
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‎unit tests.do‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -15,7 +15,7 @@ program myprobit // custom likelihood evaluator
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end
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cap log close
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qui log using "unit tests.log", replace
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qui log using "D:\OneDrive\Documents\Macros\boottest\unit tests.log", replace
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2020
version 13
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‎unit tests.log‎

Lines changed: 46 additions & 44 deletions
Original file line numberDiff line numberDiff line change
@@ -21,7 +21,7 @@
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11. boottest {post_self=.04} {post}, `julia' nogr // separate tests, no correction for multiple hypotheses
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12. boottest {(post) (post_self=.04)} {(post) (post_self=.08)}, `julia' madj(sidak) nogr // separate tests, Sidak correction for multiple hypotheses
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13.
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. use nlsw88
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. webuse nlsw88
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14.
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. qui regress wage tenure ttl_exp collgrad, cluster(industry)
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15. boottest tenure, `julia' svmat nogr // wild bootstrap test of joint null, Rademacher weights, null imposed, saving simulated distribution
@@ -347,22 +347,22 @@ Linear regression Number of obs = 1,855
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R-squared = 0.2744
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Root MSE = 3.5578
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350-
(Std. err. adjusted for 12 clusters in industry)
351-
------------------------------------------------------------------------------
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| Robust
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wage | Coefficient std. err. t P>|t| [95% conf. interval]
354-
-------------+----------------------------------------------------------------
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tenure | .0371771 .0144888 2.57 0.026 .0052874 .0690668
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ttl_exp | .2672039 .0213283 12.53 0.000 .2202605 .3141472
357-
collgrad | 3.152462 .3625251 8.70 0.000 2.35455 3.950374
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|
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south#union |
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0#union | .4785269 .3349975 1.43 0.181 -.2587976 1.215851
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1#nonunion | -1.438916 .2353751 -6.11 0.000 -1.956973 -.9208588
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1#union | -.3029596 .6704026 -0.45 0.660 -1.778506 1.172586
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|
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_cons | 3.581387 .220271 16.26 0.000 3.096574 4.0662
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------------------------------------------------------------------------------
350+
(Std. err. adjusted for 12 clusters in industry)
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----------------------------------------------------------------------------------
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| Robust
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wage | Coefficient std. err. t P>|t| [95% conf. interval]
354+
-----------------+----------------------------------------------------------------
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tenure | .0371771 .0144888 2.57 0.026 .0052874 .0690668
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ttl_exp | .2672039 .0213283 12.53 0.000 .2202605 .3141472
357+
collgrad | 3.152462 .3625251 8.70 0.000 2.35455 3.950374
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|
359+
south#union |
360+
Not south#Union | .4785269 .3349975 1.43 0.181 -.2587976 1.215851
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South#Nonunion | -1.438916 .2353751 -6.11 0.000 -1.956973 -.9208588
362+
South#Union | -.3029596 .6704026 -0.45 0.660 -1.778506 1.172586
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|
364+
_cons | 3.581387 .220271 16.26 0.000 3.096574 4.0662
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----------------------------------------------------------------------------------
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Predictive margins Number of obs = 1,855
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Model VCE: Robust
@@ -374,8 +374,8 @@ Expression: Linear prediction, predict()
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| Margin std. err. t P>|t| [95% conf. interval]
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-------------+----------------------------------------------------------------
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south |
377-
0 | 8.164246 .3020966 27.03 0.000 7.499336 8.829156
378-
1 | 6.887295 .4175234 16.50 0.000 5.968332 7.806258
377+
Not south | 8.164246 .3020966 27.03 0.000 7.499336 8.829156
378+
South | 6.887295 .4175234 16.50 0.000 5.968332 7.806258
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------------------------------------------------------------------------------
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Wild bootstrap-t, null imposed, 999 replications, Wald test, bootstrap clustering by industry, Rademacher weights:
@@ -404,7 +404,8 @@ dy/dx wrt: 1.south
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| Delta-method
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| dy/dx std. err. t P>|t| [95% conf. interval]
406406
-------------+----------------------------------------------------------------
407-
1.south | -1.276951 .2201867 -5.80 0.000 -1.761578 -.7923233
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south |
408+
South | -1.276951 .2201867 -5.80 0.000 -1.761578 -.7923233
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------------------------------------------------------------------------------
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Note: dy/dx for factor levels is the discrete change from the base level.
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@@ -1551,7 +1552,7 @@ Wild bootstrap-t, null imposed, 256 replications, Wald test, bootstrap clusterin
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t(7) = -5.5821
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Prob>|t| = 0.0000
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1554-
95% confidence set for null hypothesis expression: [−.02943, −.0129]
1555+
95% confidence set for null hypothesis expression: [−.02955, −.0129]
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15561557
Warning: with 8 bootstrap clusters, the number of replications, 999, exceeds the universe of Rademacher draws, 2^8 = 256. Sampling each once.
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Consider Webb weights instead, using weight(webb).
@@ -1595,22 +1596,22 @@ Linear regression Number of obs = 1,855
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R-squared = 0.2744
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Root MSE = 3.5578
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1598-
(Std. err. adjusted for 12 clusters in industry)
1599-
------------------------------------------------------------------------------
1600-
| Robust
1601-
wage | Coefficient std. err. t P>|t| [95% conf. interval]
1602-
-------------+----------------------------------------------------------------
1603-
tenure | .0371771 .0144888 2.57 0.026 .0052874 .0690668
1604-
ttl_exp | .2672039 .0213283 12.53 0.000 .2202605 .3141472
1605-
collgrad | 3.152462 .3625251 8.70 0.000 2.35455 3.950374
1606-
|
1607-
south#union |
1608-
0#union | .4785269 .3349975 1.43 0.181 -.2587976 1.215851
1609-
1#nonunion | -1.438916 .2353751 -6.11 0.000 -1.956973 -.9208588
1610-
1#union | -.3029596 .6704026 -0.45 0.660 -1.778506 1.172586
1611-
|
1612-
_cons | 3.581387 .220271 16.26 0.000 3.096574 4.0662
1613-
------------------------------------------------------------------------------
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(Std. err. adjusted for 12 clusters in industry)
1600+
----------------------------------------------------------------------------------
1601+
| Robust
1602+
wage | Coefficient std. err. t P>|t| [95% conf. interval]
1603+
-----------------+----------------------------------------------------------------
1604+
tenure | .0371771 .0144888 2.57 0.026 .0052874 .0690668
1605+
ttl_exp | .2672039 .0213283 12.53 0.000 .2202605 .3141472
1606+
collgrad | 3.152462 .3625251 8.70 0.000 2.35455 3.950374
1607+
|
1608+
south#union |
1609+
Not south#Union | .4785269 .3349975 1.43 0.181 -.2587976 1.215851
1610+
South#Nonunion | -1.438916 .2353751 -6.11 0.000 -1.956973 -.9208588
1611+
South#Union | -.3029596 .6704026 -0.45 0.660 -1.778506 1.172586
1612+
|
1613+
_cons | 3.581387 .220271 16.26 0.000 3.096574 4.0662
1614+
----------------------------------------------------------------------------------
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Predictive margins Number of obs = 1,855
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Model VCE: Robust
@@ -1622,8 +1623,8 @@ Expression: Linear prediction, predict()
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| Margin std. err. t P>|t| [95% conf. interval]
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-------------+----------------------------------------------------------------
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south |
1625-
0 | 8.164246 .3020966 27.03 0.000 7.499336 8.829156
1626-
1 | 6.887295 .4175234 16.50 0.000 5.968332 7.806258
1626+
Not south | 8.164246 .3020966 27.03 0.000 7.499336 8.829156
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South | 6.887295 .4175234 16.50 0.000 5.968332 7.806258
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------------------------------------------------------------------------------
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16291630
Wild bootstrap-t, null imposed, 999 replications, Wald test, bootstrap clustering by industry, Rademacher weights:
@@ -1652,7 +1653,8 @@ dy/dx wrt: 1.south
16521653
| Delta-method
16531654
| dy/dx std. err. t P>|t| [95% conf. interval]
16541655
-------------+----------------------------------------------------------------
1655-
1.south | -1.276951 .2201867 -5.80 0.000 -1.761578 -.7923233
1656+
south |
1657+
South | -1.276951 .2201867 -5.80 0.000 -1.761578 -.7923233
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------------------------------------------------------------------------------
16571659
Note: dy/dx for factor levels is the discrete change from the base level.
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@@ -2253,7 +2255,7 @@ Score bootstrap-t, null imposed, 9999 replications, Wald test, bootstrap cluster
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t(7) = 1.8479
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Prob>|t| = 0.0903
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2256-
95% confidence set for null hypothesis expression: [.02513, .08459]
2258+
95% confidence set for null hypothesis expression: [−.1533, −.1334] ∪ [−.03434, .1137] ∪ [.1242, .1515] ∪ [.2035, .2524] ∪ [.263, .2878]
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Wild bootstrap-t, null imposed, 999 replications, Wald test, Webb weights:
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post_self=.04
@@ -2276,7 +2278,7 @@ Wild bootstrap-t, null imposed, 9999 replications, Wald test, bootstrap clusteri
22762278
selfemployed=-.15
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22782280
F(3, 7) = 0.8534
2279-
Prob > F = 0.7587
2281+
Prob > F = 0.7588
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Wild bootstrap-t, null imposed, 999 replications, Wald test, Webb weights:
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post_self=.04
@@ -2532,13 +2534,13 @@ Wild bootstrap-t, null imposed, 999 replications, Wald test, bootstrap clusterin
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25332535
Overriding estimator's cluster/robust settings with cluster(collgrad industry)
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2535-
Warning: 774 replications returned an infeasible test statistic and were deleted from the bootstrap distribution.
2537+
Warning: 251 replications returned an infeasible test statistic and were deleted from the bootstrap distribution.
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25372539
Wild bootstrap-t, null imposed, 9999 replications, Wald test, clustering by collgrad industry, bootstrap clustering by collgrad, Webb weights:
25382540
tenure
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25402542
z = 3.9420
2541-
Prob>|z| = 0.2096
2543+
Prob>|z| = 0.1984
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25432545
95% confidence set for null hypothesis expression: (−∞, ∞)
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