Statalist


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

Re: st: bootstrap and XTIVREG2


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: bootstrap and XTIVREG2
Date   Wed, 29 Aug 2007 09:56:32 -0400

Erasmo--
At a minimum, you probably need the cluster() and idcluster() options
on -bootstrap- (see -help bootstrap-) so you are not resampling from N
obs, but M clusters (each panel) and there is a new id variable to
supply to your cluster() option on -xtivreg2-.  Something like:

bootstrap, r(1000) cl(gvkey) id(g): xtivreg2 `v', first cl(g) fe i(g)

might work.
As no doubt Stas Kolenikov will point out, -bootstrap- is not
guaranteed to solve your problems.

On 8/29/07, Erasmo Giambona <e.giambona@gmail.com> wrote:
> Dear Statalisters,
> Is it possible to bootstrap clusters after XTIVREG2?
> I use the following code:
>
> bootstrap, reps(1000): xtivreg2 variables (….), first robust
> cluster(gvkey) fe i (gvkey)
>
> and I get the following error message:
>
> repeated time values within panel
> the most likely cause for this error is misspecifying the cluster(),
> idcluster(), or group() option
>
> Any suggestions on what I am doing wrong?

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index