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Re: st: Logit and the Clustered Bootstrap

From   Austin Nichols <>
Subject   Re: st: Logit and the Clustered Bootstrap
Date   Thu, 27 Aug 2009 18:15:27 -0400

See e.g.
but note you cannot expect reasonable estimates resampling from a
sample of 9 (census divisions).

On Thu, Aug 27, 2009 at 5:53 PM, L S<> wrote:
> Hello,
> I am trying to perform a clustered bootstrap in which I also include
> fixed effects for the variable serving as the cluster identifier.  For
> cross-sectional data on individuals in different states, I would like
> to do a bootstrap that clusters by state, but also includes state
> fixed effects.
> A difficulty with doing this is that this often doesn’t seem to work
> with logit.  Here is some code that illustrates the point:
> clear
> set more off
> sysuse citytemp
> forvalues i = 2/9{
>        gen z`i'=(division==`i')
> }
> gen round_heatdd = round(heatdd)
> gen odd = mod(round_heatdd,2)
> drop if odd==.
> reg odd tempjan z2-z9, cluster(division)
> logit odd tempjan z2-z9, cluster(division)
> bootstrap, cluster(division) reps(200) seed(1234): reg odd tempjan z2-z9
> bootstrap, cluster(division) reps(200) seed(1234): logit odd tempjan z2-z9
> Reg and Logit each run fine with clustered standard errors in
> non-bootstrapped form, as does the Reg bootstrap.  For the logit
> bootstrap, the following error arises:
> “insufficient observations to compute bootstrap standard errors
> no results will be saved”
> In other examples with logit and cluster-level fixed effects, STATA
> will actually run through completely, but with the bootstrap working
> on a small number of replications (instead of on zero).  For example,
> if one includes only some of the fixed effects, this will occur:
> bootstrap, cluster(division) reps(200) seed(1234): logit odd tempjan z2-z5
> Does anyone know what is causing the bootstrap to fail to run normally
> here?  Is there anything I can do so that the logit with a clustered
> bootstrap will run?
> Thank you.

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