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Re: st: bootstrapping xtmixed


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: bootstrapping xtmixed
Date   Thu, 25 Jun 2009 06:55:15 +0200

Hi Jeff:

Your solution works; thanks,

Best,
J.

____________________________________________________

Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
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Personal page:
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____________________________________________________



On 25.06.2009 01:09, Jeff Pitblado, StataCorp LP wrote:
John Antonakis <john.antonakis@unil.ch> is using the -bootstrap:- prefix with
-xtmixed- and is getting a syntax error for what looks like a valid call to
-xtmixed-:

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.

-bootstrap- is having trouble parsing the -xtmixed- syntax.  John should try
putting the -if- clause at the end after all the 'or' bars:

	. xi: bootstrap, reps(500): xtmixed y sr_hat sal equity  i.industry
	> i.country i.year || ceo : if ceo != 136 & ceo!= 200

--Jeff
jpitblado@stata.com
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