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

Re: st: bootstrap ivreg2

From (Jeff Pitblado, StataCorp LP)
Subject   Re: st: bootstrap ivreg2
Date   Thu, 30 Sep 2004 11:38:33 -0500

Vidya Mahambare <> asks about using -bootstrap- with
-tsset- data:

> Many thanks for your suggestions. I have now tried tsset-ing the sample just
> before starting boostrapping. But it still gives the same message.
> Is there anyone else who has faced a similar problem with ivreg2? 

The nonparametric bootstrap is not really appropriate with time-series
analysis.  The sampling method used by the nonparametric bootstrap is not
compatible with autocorrelated data.

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index