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st: Bootstrapping clustered residuals


From   Martin Raymond West <mrwest@fas.harvard.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bootstrapping clustered residuals
Date   Wed, 20 Nov 2002 15:10:10 -0500 (EST)

I am interested in generating a bootstrapped standard error of a
regression coefficient by bootstrapping the residuals from the original
model (as discussed in Effron and Tibshirani 1998).

One complication: my data is also clustered, so I need to take this into
account when drawing the bootstrap samples.

Does anyone know of an existing program that can accomplish this?

Thanks in advance for your help,

Martin West
Department of Government
Harvard University




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