|From||"Erik Ø. Sørensen" <email@example.com>|
|Subject||Re: st: RE: Bootstrapping from panel data|
|Date||Mon, 14 Oct 2002 11:02:03 -0400|
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.