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st: RE: Bootstrapping from panel data
Patrice. Just use bstrap with the cluster option (your firm id variable is
your cluster id) this provides a resample of clusters, not observations.
Also, have a look at "Analysis of Household Survey Data" by Angus Deaton.
He provides hand-written stata code for dealing w/ similar type issues
(individuals within households).
> -----Original Message-----
> From: Patrice Yee Chong San [SMTP:firstname.lastname@example.org]
> Sent: Monday, October 14, 2002 10:17 AM
> To: email@example.com
> Subject: st: Bootstrapping from panel data
> 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.
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
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