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st: Re: RE: bootstrapping xtmixed


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: RE: bootstrapping xtmixed
Date   Wed, 24 Jun 2009 23:46:13 +0200

<>


I thought so, too, but when I run this code,

**********
sysuse auto, clear
xi: bs: reg pr we i.rep
bs: xi: reg pr we i.rep
**********

Stata tells me for the second version that
"xi is allowed only as a prefix to bootstrap"


HTH
Martin _______________________ ----- Original Message ----- From: "Nick Cox" <n.j.cox@durham.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, June 24, 2009 11:27 PM
Subject: st: RE: bootstrapping xtmixed


I'd put -bootstrap- on the outside. In essence you want to -bootstrap-
-xtmixed- under -xi-, so the order of commands is important. If that fails, create your interactions first. Nick n.j.cox@durham.ac.uk
John Antonakis

When I run the following, it works fine:
xi: xtmixed y sr_hat sal equity i.industry i.country i.year if ceo != 136 & ceo!= 200 || ceo : ,

However, when I bootstrap it I get:
. xi: bootstrap, reps(500): xtmixed y sr_hat sal equity i.industry i.country i.year if ceo != 136 & ceo!= 200 || ceo : , i.industry _Iindustry_0-9 (naturally coded; _Iindustry_0 omitted)
i.country         _Icountry_0-19      (naturally coded; _Icountry_0
omitted)
i.year            _Iyear_1-7          (naturally coded; _Iyear_1
omitted)
200| invalid name
r(198);

Same problem when using the jacknife. I wonder why I am getting this
error.


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