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st: bootstrap and derived dummy variable

From   Erasmo Giambona <>
To   statalist <>
Subject   st: bootstrap and derived dummy variable
Date   Wed, 15 Feb 2012 14:02:30 +0100

Dear All,

I can see why one would bootstrap the standard errors if a variable
estimated from a regression is for instance used as regressor. Would
things be the same if instead of using the estimated variable directly
in the regression, one derive a dummy variable from the estimated
variable and the dummy variable is then used in the "second-stage"

I would appreciate any thoughts and references on this.


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