Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


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

st: Bootstrapping panel data xttobit


From   "Catharina Klepsch" <catharina.klepsch@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Bootstrapping panel data xttobit
Date   Wed, 23 Jun 2010 09:38:46 +0200

Hi together,

I have a problem with the bootstrap command, and there are not a lot
information referring to panel data problems..

I am not sure if I get the right bootstrap standard errors if I have a panel
data set (data are clustered for different companies)
If I use the following command:


Bootstrap, reps(500) seed (123) saving(ergbenis.dta)cluster(clustervar)
idcluster(newclustervar): xttobit y x i(newclustervar), ul() ll()     


I just want to be sure that for each estimation of the bootstrap  the sample
includes all datas for the company which was drawn (as there are sometimes
different time periods for each company  available).  I am not quite sure if
the above mentioned bootstrap guarantees this. Because I also did not find
out when to use the group option?

So if anyone has some experience with bootstrapping panel data this would
help us a lot.

Otherwise perhaps someone knows if it is possible to get more information
about the drawn sample using bootstrap (which companies were chosen at the
first replication which companies for the second rep.) to check the results.

Best regards

Catharina
__________________________________
Institute for Finance and Banking
Ludwig-Maximilians-University Munich

*
*   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 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index