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st: RE: Bootstrapping clustered residuals


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Bootstrapping clustered residuals
Date   Wed, 20 Nov 2002 22:27:55 -0000

Martin Raymond West
> 
> 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?

The help for -bs- reveals a -cluster()- option...

Nick 
n.j.cox@durham.ac.uk 
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