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RE: Re: st: Bootstrapping & clustered standard errors (-xtreg-)


From   "Tobias Pfaff" <tobias.pfaff@uni-muenster.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: Re: st: Bootstrapping & clustered standard errors (-xtreg-)
Date   Wed, 7 Sep 2011 11:38:18 +0200

Thank you Jeff!
It works now.

However, I now get the following error message (using the -noisily- option):

- insufficient observations
an error occurred when bootstrap executed xtreg, posting missing values -

If this thread is correct
(http://www.stata.com/statalist/archive/2011-05/msg00732.html) then
it might be that there are not enough degrees of freedom for fixed effects
and clustered standard errors.

Well, -xtreg, fe vce(cluster ...)- works fine. Only when I use bootstrapping
the error message occurs.

Does bootstrapping need more degrees of freedom than the regular fixed
effects estimation or did I overlook something else?

Thanks,
Tobias


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