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Re: st: Bootstrap after xtregar


From   "Martin Weiss" <Martin.Weiss1@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Bootstrap after xtregar
Date   Thu, 19 Mar 2009 10:22:59 +0100

<>

Just try 

use grunfeld, clear
xtset company time
bs _b:  xtregar invest mvalue kstock

and observe the result...

HTH
Martin
-------- Original-Nachricht --------
> Datum: Thu, 19 Mar 2009 09:50:23 +0100
> Von: Helene Ehrhart <Helene.Ehrhart@u-clermont1.fr>
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: Bootstrap after xtregar

> 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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