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Re: st: Re: booststrapping with xtabond


From   "Laura Rovegno" <laura.rovegno@uclouvain.be>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: booststrapping with xtabond
Date   Fri, 4 Sep 2009 20:32:36 +0200

Hi Andrew,

Thanks a lot for your answer. I'm trying to use booststrap to estimate
standard errors, because I plugged in my equation the fitted values of an
auxiliary regression because the regressor it very likely to be
endogenous.

> 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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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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