Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: xthtaylor using vce(bootstrap, cluster(month)) when calculating SE


From   "M.M. Kramer" <M.M.Kramer@rug.nl>
To   statalist@hsphsun2.harvard.edu
Subject   st: xthtaylor using vce(bootstrap, cluster(month)) when calculating SE
Date   Mon, 12 Mar 2012 11:50:54 +0100

Dear Statalist Users,

A reviewer asked me make sure to control for cross-sectional dependence in my data an apply a bootstrap technique. Therefore, I use -vce(bootstrap, reps(250) seed(1))- after -xthtaylor-.

Another reviewer asked to additionally apply the cluster option in the bootstrap command. However, when I use -vce(bootstrap, cluster(month) reps(250) seed(1))- after -xthtaylor- Stata replies "option cluster() not allowed". Apperently this option cannot be executed when using Hausman-Taylor estimation.

My question is if it possible with the -xthtaylor- command to use clustered standard errors when bootstrapping and if it would make sense?

Thanks,
Marc
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index