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st: Bootstrapping Panel Data


From   Houdre Cédric <Cedric.Houdre@ensae.fr>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Bootstrapping Panel Data
Date   Wed, 20 Apr 2005 13:54:18 +0200

Hi there,

I am currently trying to boostrap a panel of firms and run dynamic panel estimation procedure (xtabond type) on it. Before running such a procedure though, one must tsset the database in order to specify the cross-section and the time dimension of the panel.

I 've tried using the standard bstrap (or bootstrap) procedure with specified options cluster(firm_id) and idcluster(new_firm_id). The latter is supposed to create a unique identifier for each firm resampled. I was thinking of doing a

tsset new_firm_id year

at the beginning of the program called by the bstrap procedure, but Stata does not seem to find the variable new_firm_id...

I would be interested in having a clue for it ?
Thanks a lot. Bye.

Cedric
- - - - - -
Cedric Houdre

CREST-INSEE
Laboratoire de Macroéconomie
15, boulevard Gabriel Péri
92245 Malakoff Cedex
Timbre J 360
Bureau 1118
Tél: 01.41.17.37.90
E-mail: houdre_at_ensae_dot_fr


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