sysuse auto, clear set seed 1 bootstrap "regress mpg gear_ratio foreign, hc2" _b _se, /// reps(1000) dots saving(bsdata) replace regress mpg gear_ratio foreign, hc2 use bsdata gen t_gear_ratio = (b_gear_ratio - _b[gear_ratio]) / se_gear_ratio gen t_foreign = (b_foreign - _b[foreign]) / se_foreign gen t_cons = (b_cons - _b[_cons]) / se_cons _pctile t_gear_ratio, percentiles(2.5 97.5) display "Confidence interval for b_gear_ratio" display _b[gear_ratio] - _se[gear_ratio]*r(r2) display _b[gear_ratio] - _se[gear_ratio]*r(r1) _pctile t_foreign, percentiles(2.5 97.5) display "Confidence interval for b_foreign" display _b[foreign] - _se[foreign]*r(r2) display _b[foreign] - _se[foreign]*r(r1) _pctile t_cons, percentiles(2.5 97.5) display "Confidence interval for b_cons" display _b[_cons] - _se[_cons]*r(r2) display _b[_cons] - _se[_cons]*r(r1)