Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: bootstrap ivreg2


From   "Vidya Mahambare" <MahambareV@Cardiff.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: bootstrap ivreg2
Date   Thu, 30 Sep 2004 16:45:11 +0100

I did tsset time variable and ran ivreg2 to check if it is working. It worked
fine. But doesn't seem to work when I try bootstrapping. It still says 'must
tsset data and specify timevar'.


thanks,
Vidya


>>> M.E.Schaffer@hw.ac.uk 30/09/2004 16:39:53 >>>
Vidya,

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.

--Mark

Date sent:      	Thu, 30 Sep 2004 16:32:43 +0100
From:           	"Vidya Mahambare" <MahambareV@Cardiff.ac.uk>
To:             	<statalist@hsphsun2.harvard.edu>
Subject:        	st: bootstrap ivreg2
Send reply to:  	statalist@hsphsun2.harvard.edu 

> 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
> Stata? 
> 
> 
> Thanks
> Vidya 
> 
> 
> 
> 
> 
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html 
> *   http://www.stata.com/support/statalist/faq 
> *   http://www.ats.ucla.edu/stat/stata/ 

Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html 
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index