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Re: st: bootstrap ivreg2
ivreg2 needs to know about the time variable you are using in order
to handle autocorrelation. You would get this error even if you ran
one regression by hand - it's not related to bootstrapping.
Try preceding the call to ivreg2 with
tsset <your time variable>
and see what happens.
Date sent: Thu, 30 Sep 2004 16:32:43 +0100
From: "Vidya Mahambare" <MahambareV@Cardiff.ac.uk>
Subject: st: bootstrap ivreg2
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> Following Mark's reply I have now updated ivreg2 . Thanks.
> I am now trying to use -bootstrap- with ivreg2, but I keep getting the
> following error message.
> insufficient observations to compute bootstrap standard errors
> > no results will be saved
> > r(2000);
> I supplied -bootstrap- with the -noisily- option to find out what is
> the problem, which results in the error message -
> must tsset data and specify timevar
> captured error running (ivreg2 r (lagr leadrpixg leadgdpg=.......
> I would appreciate any ideas on this.
> Is there another way to bootstrap GMM estimates for time series in
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> * http://www.ats.ucla.edu/stat/stata/
Prof. Mark E. Schaffer
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3485 CERT administrator
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