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st: Bootstrapping Panel Data
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.
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