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Stata Textbook Examples
Statistical Methods for the Social Sciences by Alan Agresti and Barbra Finley
Chapter 5: Statistical Inference: Estimation

Example 5.5, page 143; table 5.2, page 143.
use http://www.ats.ucla.edu/stat/stata/examples/smss/books, clear

display (54+1)/2-sqrt(54)
20.151531

display (54+1)/2+sqrt(54)
34.848469

sort p
list in 20

            c         p
 20.        1        11

list in 35

            c         p
 35.        5        19

stem p, lines(2)

Stem-and-leaf plot for p

   0* | 33444
   0. | 555667789
   1* | 00001112334
   1. | 577778889999999
   2* | 0012
   2. | 
   3* | 0
   3. | 
   4* | 34
   4. | 78
   5* | 4
   5. | 
   6* | 
   6. | 
   7* | 1
   7. | 
   8* | 
   8. | 
   9* | 2
   9. | 7
  10* | 
  10. | 
  11* | 
  11. | 
  12* | 
  12. | 
  13* | 
  13. | 
  14* | 0
Bootstrap, pages 143-144.
* Stata 8 code.
bs "summarize p, detail" r(p50), reps(1000)

* Stata 9 code and output.
bootstrap r(p50), reps(1000) nodots: summarize p, detail

Bootstrap results                               Number of obs      =        54
                                                Replications       =      1000

      command:  summarize p , detail
        _bs_1:  r(p50)

------------------------------------------------------------------------------
             |   Observed   Bootstrap                         Normal-based
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       _bs_1 |         17   2.133444     7.97   0.000     12.81853    21.18147
------------------------------------------------------------------------------

estat bootstrap, all

Bootstrap results                               Number of obs      =        54
                                                Replications       =      1000

      command:  summarize p , detail
        _bs_1:  r(p50)

------------------------------------------------------------------------------
             |    Observed               Bootstrap
             |       Coef.       Bias    Std. Err.  [95% Conf. Interval]
-------------+----------------------------------------------------------------
       _bs_1 |          17    -1.1955   2.1334435    12.81853   21.18147   (N)
             |                                             11         19   (P)
             |                                             15         19  (BC)
------------------------------------------------------------------------------
(N)    normal confidence interval
(P)    percentile confidence interval
(BC)   bias-corrected confidence interval

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