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Re: st: Bootstrapping from panel data

From   anirban basu <>
Subject   Re: st: Bootstrapping from panel data
Date   Sun, 13 Oct 2002 18:45:07 -0500 (CDT)

I think you can use bootstrapping by clusters. So if you have a firm id
that is same for all T time periods, then you can use

bsample #, cluster(firm_id)  

where # = n< N. This will pick up the entire time series for any firm and
will resample firms with replacement.


Doctoral Student
Harris School of Public Policy Studies
University of Chicago

On Mon, 14 Oct 2002, Patrice Yee Chong San wrote:

> Hi Listers,
> 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 
> of 'bootstrapping. 
> 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.
> Regards
> Patrice
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