Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: [Fwd: help for bootstrapped pseudo-sample]


From   Miaomiao Yan <miaomiao.yan@univie.ac.at>
To   statalist@hsphsun2.harvard.edu
Subject   st: [Fwd: help for bootstrapped pseudo-sample]
Date   Wed, 19 Aug 2009 17:18:31 +0200

Dear Mandam or Sir,

I am doing some bootstrapping analusis of panel data model, especially
on bootstrapping the overidentifying test. While when I use the command as,

bootstrap, rep(99) cluster(ivar) id(newivar) group(ivar): xtivreg2 y x
(l.y=l2.y l3.y), fd kernel(truncated) bw(2) gmm robust

the J test statistic doesn't change at all as the asymptotic one. So I
doubt that command only bootstrap the standard erros rather than the
hansen test. In this case, I need to caculate the bootstrapped J
statistic by myself, so I need to get the access to all the 99
bootstrapped pseudo samples. How could I implement it in Stata?

And what's more, I looked for the block bootstrap in the Stata archive
while still haven't got a clear idea, could you please also help me
about it? Thanks!

best,
Grace

-- 

Miaomiao YAN
PhD. -st, College Assistant
Department of Economics
University of Vienna
Hohenstaufengass 9, A-1010 Vienna, Austria
Tel.: +43-1-4277 37458




-- 

Miaomiao YAN
PhD. -st, College Assistant
Department of Economics
University of Vienna
Hohenstaufengass 9, A-1010 Vienna, Austria
Tel.: +43-1-4277 37458


*
*   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