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Re: st: bootstrap error - dynamic panel probit


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: bootstrap error - dynamic panel probit
Date   Wed, 11 May 2011 12:09:57 -0400

Federica <F.Liberini@warwick.ac.uk>:
Presumably the problem is in your program, which you don't show.
Start with -set trace on-.
Have you seen Wooldridge's materials at
http://www.stata.com/meeting/snasug08/abstracts.html
(scroll down)?

On Wed, May 11, 2011 at 10:53 AM, Liberini, Federica
<F.Liberini@warwick.ac.uk> wrote:
> 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?

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