Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: Bootstrapping from panel data


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Bootstrapping from panel data
Date   Mon, 14 Oct 2002 09:36:20 +0100

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
n.j.cox@durham.ac.uk

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index