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st: Bootstrapping from panel data
I have a balanced panel data of N=1130 firms over T=36 time periods and
15 explanatory variables. What I plan to do now is some sort
I want to create a random sample of n<N firms with replacement in such
a way that i also pick their entire corresponding time series at the
same time. And also, i want to ensure that a particular firm can be in
the sample more than once.
The bstrp command in Stata only picks individuals/firms i from a
particular period but i want to preserve the time structure of my data.
I have been through the manuals and FAQ but cannot find anything on
bootstrapping from panel data. The goal is to do my analyses on this
sample and to repeat this over and over and then to compare results.
Is there any way to do this? The solution is eluding me.
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