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Re: st: bootstrap and XTIVREG2


From   "Erasmo Giambona" <e.giambona@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: bootstrap and XTIVREG2
Date   Wed, 29 Aug 2007 17:08:33 +0200

Thanks Austin. This runs! However, I had to use first tsset, clear. I
was getting the error message below. I am not sure I understand why
the bootstrapping command was bothered by the fact I had used tsset
before. Any suggestions?
Erasmo

time and panel variables previously tsset -- may not be changed by
options t() and i() -- use tsset to change them
an error occurred when bootstrap executed xtivreg2



On 8/29/07, Austin Nichols <austinnichols@gmail.com> wrote:
> 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?
>
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