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st: Bootstrap error


From   Carl Nelson <chnelson@uiuc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bootstrap error
Date   Thu, 04 May 2006 12:07:51 -0500

I created the following do file to obtain bootstrapped confidence intervals.

program kuznets, rclass
	args lnSEC lnGDPC lnGDPC2
	tsset countrycode year
	xtabond2 lnSEC l1.lnSEC lnGDPC lnGDPC2, gmm(l1.lnSEC) iv(lnGDPC lnGDPC2)
	gen kuz = exp(-_coef[lnGDPC]/(2*_coef[lnGDPC2]))
	return scalar x1 = kuz
end

bootstrap "kuznets" kuz, reps(25) cluster(countrycode) idcluster(countryrs)

The result is:

command:      kuznets
statistic:    _bs_1      = kuz

Bootstrap statistics                              Number of obs    =      1980
                                                  N of clusters    =        66
                                                  Replications     =        25

------------------------------------------------------------------------------
Variable     |  Reps  Observed      Bias  Std. Err. [95% Conf. Interval]
-------------+----------------------------------------------------------------
       _bs_1 |     0  42843.02         .         .          .          .   (N)
             |                                              .          .   (P)
             |                                              .          .  (BC)
------------------------------------------------------------------------------
Note:  N   = normal
       P   = percentile
       BC  = bias-corrected

insufficient observations to compute bootstrap standard errors
no results will be saved
r(2000);

It looks like I am only getting one replication of kuz.

I would appreciate any help identifying my error.

Carl Nelson

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