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st: Re: booststrapping with xtabond


From   <Andrew.Clapson@statcan.gc.ca>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: booststrapping with xtabond
Date   Fri, 4 Sep 2009 10:44:50 -0400

Hi Laura,

I was trying to do something very similar a little while ago, and I got the same error as you did. I don't think I ever figured out why the -bootstrap- command didn't work for me, possibly the size of my dataset, or perhaps because it was an unbalanced panel, or maybe it just doesn't like -xtabond-, I'm not sure.

I ended up programming the bootstrap procedure manually, I think.  As I recall though, I only wanted to use -bootstrap- for comparison purposes - is there a specific reason you require it?

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Laura Rovegno
Sent: September 4, 2009 8:58 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Re: booststrapping with xtabond


sorry this is the error:

> I'm trying to do boostrapping of standard erros in a xtabond
> estimation, and I the following error message:
>
> . bootstrap, reps(10): xtabond pcm AD_CVD yr82-yr94 if all==1 &
year<1992, pre(imp, endog) pre(ks, endog) pre(t, endog) maxldep(5) maxl
> ags(5)
(running xtabond on estimation sample)

Bootstrap replications (10)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
xxxxxxxxxx
insufficient observations to compute bootstrap standard errors no results will be saved r(2000);

> Do you know what the problem may be? I have a sample of 4596
> observations (12 years x 383 groups).
>
> It works if I do it with a simple ivreg in first difference
>
> Thanks
> Laura
>
>
>
>
>


Laura ROVEGNO
Département des sciences économiques
Université catholique de Louvain
Collège L.H. DUPRIEZ,
Place Montesquieu, 3
Louvain-la-Neuve
Belgique
http://www.econ.ucl.ac.be
ph: ++32(0)1047 3071


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