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st: Bootstrap after xtregar


From   Helene Ehrhart <Helene.Ehrhart@u-clermont1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bootstrap after xtregar
Date   Thu, 19 Mar 2009 09:50:23 +0100

Statalisters,

I am estimating an equation with xtregar in order to correct for the autocorrelation but there is an estimated regressor in the equation so I need to bootstrap the standard error of the coefficient. However, the command bootstrap "xtregar equation, re" _b[estimatedvar], reps(50) doesn't produce result.
It is as if this command is not suited for the xtregar estimator.
Somebody already raised this issue on the list but didn't get an answer so I am wondering if somebody knows how to bootstrap after xtregar?
If there is no command, is it possible to bootstrap programming several loops?

Thanks in advance.

Hélène Ehrhart.
Centre for Studies and Research on International Development (CERDI)
France.


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