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Re: st: RE: Bootstrapping from panel data


From   "Erik �. S�rensen" <[email protected]>
To   [email protected]
Subject   Re: st: RE: Bootstrapping from panel data
Date   Mon, 14 Oct 2002 11:02:03 -0400

On s�ndag, okt 13, 2002, at 19:31 America/Montreal, Steven Stillman (LMPG) wrote:


Patrice. Just use bstrap with the cluster option (your firm id variable is your cluster id) this provides a resample of clusters, not observations.
Most likely you also want to add an "idcluster(newvar)" to the bstrap command, and use the new variable to identify firms in the bootstraps, or your bootstrap data will have fewer firms (but more observations on each firm) than your original data, and this can cause problems with many types of procedures.

Erik

--
Erik �. S�rensen, <http://www.geocities.com/erik_oiolf/>.
phd student (economics), Norwegian School of Economics.
currently visiting Queen's University, Kingston Ontario.

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