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


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.

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