Hello All,
I have a question:
I know that bootstrapping cannot be applied with weights, however, is
there anyway in STATA that after doing a weighted regression (like
regress `depvar' `indepvar' [weight=wt], or, probit `depvar'
`indepvar' [weight=wt]) I can use bootstrapping option separately to
generate the standard errors?
I am asking this because I need to generate bootstrapped standard
errors because of its unknown structure in my model. To be more
precise, I am doing a 2-stage estimation and trying to use
bootstrapping to generate standard errors in the 2nd stage.
Please let me know if I am not clear with my question then I will try
to clarify it further for the ease of comprehensibility.
Please help.
Thank you.
Best,
Dan
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