Statalist


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

Re: st: Re: question inspired by ivreg2


From   "Joao Ricardo F. Lima" <jricardofl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: question inspired by ivreg2
Date   Wed, 27 Aug 2008 11:13:44 -0300

Jordan,

you need install ranktest (ssc install ranktest) to works fine.

Best,

Joao Lima

2008/8/27, Kit Baum <baum@bc.edu>:
> Jordan,
>
> Something like this should work:
>
> webuse grunfeld,clear
> ivreg2 invest (mvalue=kstock) year
> bootstrap _b _se, reps(50): ivreg2 invest (mvalue=kstock) year
>
> Cheers
> Kit
>
> Kit Baum, Boston College Economics and DIW Berlin
> http://ideas.repec.org/e/pba1.html
> An Introduction to Modern Econometrics Using Stata:
> http://www.stata-press.com/books/imeus.html
>
>
> On Aug 26, 2008, at 13:39 , Jordan Siegel wrote:
>
> > Dear Professor Baum,
> > Hope all's well.  You had once kindly helped me with an econometrics
> question, and I was wondering if I could trouble you once more with a
> hopefully quick question.  A colleague gave me the code below to implement
> ivreg2 with the bootstrap, but the code is for Stata 8 and won't work with
> the current Stata version.  I can get the basic model below to work by
> instead using the newer gmm2s option and without the bootstrap.  But is
> there a way to add the bootstrap (for the betas and the standard errors
> analogous to what is done below) to the ivreg2 command in the current
> version of Stata?
> > Many thanks for your time.
> > Sincerely,
> > Jordan
> >
> > bootstrap "ivreg2 logrva $exoreg ($endoreg = $instr), gmm cluster(plant)"
> /*
> >  */ "_b[logunsklab] _b[logsklab] _b[logkapital]", cluster(plant)
> reps($nreps) level(95)
> >
> > gen prod_WLP = logrva - (_b_bs_1*logunsklab + _b_bs_2*logsklab +
> _b_bs_3*logkapital)
> >
> >
> >
> >
> > _____________________________________________________
> > Jordan Siegel
> > Associate Professor
> > Harvard Business School
> > Morgan Hall 231
> > Soldiers Field
> > Boston, MA 02163
> > Tel: (617) 495-6303
> > E-mail: jsiegel@hbs.edu
> > Web: http://www.people.hbs.edu/jsiegel/
> >
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>


-- 
-------------------------------
Joao Ricardo Lima
Professor
UFPB-CCA-DCFS
+553138923914
-------------------------------
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   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