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st: bootstrapped standard errors and noconstant


From   Christian Thoeni <christian.thoeni@unisg.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: bootstrapped standard errors and noconstant
Date   Thu, 14 Jun 2007 10:39:20 +0200

hello

I have a problem with bootstrapping and the noconstant option.
consider the following example:

clear
set obs 50
gen byte group=mod(_n,10)
sort group
gen byte country=0
replace country=1 in 26/50
gen y=uniform()

xi, noomit: reg y i.country, noconstant cluster(group)
reg y country_0 country_1, noconstant vce(boot, reps(10) cluster(group))

the first regression includes all both dummies, while the second regression eliminates the dummy country_1. The reason for this is unclear to me. Is there a problem with the combination of noconstant and bootstrapping standard errors? Any help appreciated, regards, christian




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