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st: bootstrap error - dynamic panel probit


From   "Liberini, Federica" <F.Liberini@warwick.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: bootstrap error - dynamic panel probit
Date   Wed, 11 May 2011 15:53:22 +0100

I am trying to estimate the APE from a dynamic panel probit model using
Wooldridge's Method. When I try to bootstrap over the estimated APEs to
simulate their SE, I get 

. bootstrap r(ape_tax), reps(10) seed(123) cluster(id) idcluster(newid):
APEcont_boot
(running APEcont_boot 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);

please note: the program APEcont_boot is a program I wrote to estimate
the APE. The program's routine works perfectly outside of the program,
even when called twice in a row (there are no -generate-ed and
un-drop-ped variables). Most importantly, the program and the bootstrap
perfectly work on some dataset and get stuck on others (I was able to
replicate an example from Wooldridge's textbook before applying the
command on my dataset). Finally, changing the number of replications or
changing the clustering options does not affect the outcome. 

Anyone knows how I could find out what exactly is causing this error
message?


Many thanks, 

Best

 

Federica
f.liberini at warwick.ac.uk


Reference:
Wooldridge (2010) "Econometrics Analysis of Cross-Section and Panel
Data", pages 628-629

 





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