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Re: st: mlogit, bootstrap, mfx: "no observations"

From   "Guido Heineck" <>
Subject   Re: st: mlogit, bootstrap, mfx: "no observations"
Date   Fri, 25 Aug 2006 07:52:44 +0200

Dear Stas and Jean,

thank you for your comments. 

There is a reason for my need to bootstrap the standard errors: The covariates in local foo (the ones I want to calculate the marginal effects for) are variables that are predicted from a 'first step' regression. My understanding is that I have to account for this but that estimating robust standard errors may not be sufficient. 

And indeed - in another paper, different data, different topic, but same issue - a referee suggested to use bootstraping.

If you have any other suggestions, please let me know.

Guido Heineck
University of Erlangen-Nuremberg
Department of Economics
Lange Gasse 20
90403 Nuremberg
fon: +49-(0)911-5302-260
fax: +49-(0)911-5302-178
ENER - European Network
on the Economics of Religion

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