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From |
"Mike Kim" <kalisperos@gmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: RE: Stata11 cannot estimate xthtaylor with bootstrap SE |

Date |
Mon, 24 Aug 2009 12:18:31 -0500 |

My data is panel data. So, I want to account for possible serial correlation and heteroskedascity. Mike. ----- Original Message ----- From: "Rodolphe Desbordes" <rodolphe.desbordes@strath.ac.uk> To: <statalist@hsphsun2.harvard.edu> Sent: Monday, August 24, 2009 12:04 PM Subject: st: RE: Stata11 cannot estimate xthtaylor with bootstrap SE Mike, Are you using the bootstrap to obtain "robust" estimates of the standard errors? Rodolphe -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Mike Kim Sent: lundi 24 août 2009 16:58 To: statalist@hsphsun2.harvard.edu Subject: st: Stata11 cannot estimate xthtaylor with bootstrap SE Dear all, I am estimating 'xthtaylor" with bootstrap standard error. xthtaylor depvar indepvars, endog(vars) vce(boot) Stata10 gives estimation results with the following notation. Bootstrap replications (50) ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 .....xx....x..xx.x......x.x........xx.x...x....x.. 50 However, Stata11 cannot estimate the model. It says: o. operator not allowed an error occurred when bootstrap executed xthtaylor r(101); http://www.stata.com/support/faqs/lang/post.html says: "As of Stata 11, variables are no longer dropped because of collinearity. Instead, these variables are omitted and are labeled with the "o." operator in the column names of the resulting parameter vector." My questions are: 1. What does "xx...x..xx" mean in Stata10? 2. Why can't Stata11 estimate the model with the same code? 3. What is the difference between "dropping" and "omitting" a variable due to collinearity? Thank you for your help in advance. Mike. * * 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/ * * 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/ * * 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/

**Follow-Ups**:**st: RE: Re: RE: Stata11 cannot estimate xthtaylor with bootstrap SE***From:*Rodolphe Desbordes <rodolphe.desbordes@strath.ac.uk>

**References**:**st: Stata11 cannot estimate xthtaylor with bootstrap SE***From:*"Mike Kim" <kalisperos@gmail.com>

**st: RE: Stata11 cannot estimate xthtaylor with bootstrap SE***From:*Rodolphe Desbordes <rodolphe.desbordes@strath.ac.uk>

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