Dear Statalists,
I am trying to estimate an equation with "xtregar" and "xtabond2" and among the explanatory variables I have an estimated variable for which I must correct the standard errors. I am trying to correct the standard errors of this variable by bootstrapping, but I am not being able to do this neither in xtregar nor in xtabond2. I am receiving a message saying that I do not have enough observations. My data sample is an unbalanced panel with around 2000 observations.
I would highly appreciate if someone could post stata syntax for bootstrapping in either xtregar or xtabond2.
Many thanks,
Arben
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