Patrice Yee Chong San
> > 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.
> >
Steve Stillman and Anirban Basu pointed to the use of the -cluster-
option.
Please ignore my earlier suggestion.
Nick
[email protected]
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