Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[no subject]



On Sun, Apr 25, 2010 at 11:24 AM, John Antonakis <[email protected]> wrote:
> Hi:
>
> I am estimating an iv model that has random effects (as tested by -xttest0-)
> and whose coefficients do not differ from a fixed-effects model (as tested
> by -xtoverid-).
> I would like to use the bootstrap to ensure that my standard errors are
> consistent given possible common "firm" and "year" shocks.  I have strongly
> balanced panel data. I am not sure about which order to add in the firm and
> year clusters. Is the right command:
>
> set seed 100
> bootstrap, cluster(firm year): xtivreg y (x1 x2 = z1 z2 z3) c1 c2 c3
>
> I have tried with the option cluster (year firm) too and I get similar
> standard errors (but not the same one, as I guess the sample frame is
> different).

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index