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st: Bootstrapping panel data
i wrote a similar message this morning without having
subscribed at the time so i might not have been
through. Here was my problem:
I want to bootstrap estimates from a xtabond (dynamic
panel estimation) procedure run on a pnel of firms.
Such a procedure requires to tsset the data first (that is
specify the cross-section and the time dimensions.
Bootstrap procedure in Stata allow to sample firms (instead of just observations: firm x year) with the option
It also allows to create a unique identifier for the resampled cluster with idcluster(new_firm_id).
The problem I have is that when I call
bootstrap myprog, resp(n) cluster(..) idcluster(..)
with myprog beginning with a
tsset new_firm_id year
Stata seems to call myprog before having resampled
anything first... and therefore does not find the variable
Would you have any clue on this ?
Thanks a lot.
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