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Re: st: xtreg and vce(bootstrap)

From   "Austin Nichols" <>
Subject   Re: st: xtreg and vce(bootstrap)
Date   Tue, 31 Oct 2006 00:16:35 -0500

I don't have a manual handy, but I believe the approach is to sample
panels (thus, strings of time series corresponding to the whole panel,
in your parlance) with replacement, much as the cluster option on
-bootstrap- does.  Also note
(from update 06oct2006)
1. areg with option vce(bootstrap) or vce(jackknife) resampled
observations instead of the groups identified by the absorb()
variable. This has been fixed.

On 10/30/06, Alix-Garcia, Jennifer <> wrote:

It isn't clear to me what kind of sampling method the vce(bootstrap) command uses when you specify it as an option for xtreg with fixed effects with a panel.  Does it use a "block bootstrap" method, i.e., drawing strings of time series from within the i() variable?  If so, how long of a block does it draw? If not, how is it dealing with serial correlation?  Thanks in advance for your insights.  Best, Jennifer

Jennifer Alix-Garcia
Assistant Professor
Department of Economics
University of Montana

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