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st: RE: a2reg and bootstrapping std error


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: a2reg and bootstrapping std error
Date   Thu, 3 Jun 2010 02:09:22 +0200

<>

***********
clear*
set obs 100
gen byte id=_n
expand 10
bys id: gen byte time=_n
gen x=rnormal()
gen y=1+2*x+rnormal()
a2reg y x, individual(id) unit(time)
bs, reps(200):a2reg y x, individual(id) unit(time)
***********


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Modhura Maitra
Sent: Donnerstag, 3. Juni 2010 01:59
To: statalist@hsphsun2.harvard.edu
Subject: st: a2reg and bootstrapping std error

Hello All,

I am trying to run an a2reg on employer-employee data and want to bootstrap
the standard errors of the coefficient. Could somebody please tell me the
correct way of using  bootstrap with a2reg?

I run this without the bootstrap:
a2reg wage age age2 experience experience2, individual(person_id)
unit(firm_id) indeffect(person_effect) uniteffect(firm_effect) xb(covariate)

To get the standard errors clustered at the level of individual I used:
"bootstrap, cluster(person_id): a2reg...." and 
"a2reg ..., vce(bootstrap)".
 None of them works.

Help please,
Modhura




      
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