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st: Cluster Bootstrapping : repeated time values within panel error


From   Laura Rovegno <laura.rovegno@uclouvain.be>
To   statalist@hsphsun2.harvard.edu
Subject   st: Cluster Bootstrapping : repeated time values within panel error
Date   Thu, 16 Dec 2010 17:54:38 +0100

Hello! I'm having a little problem with cluster bootstrapping in Stata.
I'm using Stata 11.

Here are the command and error:

. gmm ($expr), instruments(n_1 k) vce(bootstrap, reps(10) cluster(id))
twostep
(running gmm on estimation sample)

Bootstrap replications (10)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
repeated time values within panel
the most likely cause for this error is misspecifying the cluster(),
idcluster(), or group() option

I get the same if I do:

. bootstrap, reps(10) cluster(id): gmm ($expr), instruments(n_1 k) twostep

The panel in my dataset is well specified:
. tsset id year
       panel variable:  id (unbalanced)
        time variable:  year, 2002 to 2008, but with gaps
                delta:  1 unit

There are no observations with missing variables in the data. In fact if
I run gmm without bootstrap it uses 556 observations, the same number of
observations in the
dataset
. count
  556

The problem is not with the gmm command since i get the same error with
other commands, for example:

. bootstrap, reps(10) cluster(id) idcluster(id2) seed(123) nowarn: reg y n
(running regress on estimation sample)

Bootstrap replications (10)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
repeated time values within panel
the most likely cause for this error is misspecifying the cluster(),
idcluster(), or group() option

Bootstrapping without clustering works.
My panel is highly unbalanced with many observation that I observe only
once. However, if I only use the balanced panel I still get the error.
If I run other commands with cluster such as "xtreg y n, fe cluster(id)"
it works

Any ideas what might be the problem and how to solve it?

Thank you
Laura
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