Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: bootstrapped standard errors and noconstant

From   Christian Thoeni <>
Subject   st: bootstrapped standard errors and noconstant
Date   Thu, 14 Jun 2007 10:39:20 +0200


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

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, 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

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index