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, is already up and running.

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

Re: st: correction for within panel serial correlation in standard errors

From   Stas Kolenikov <>
Subject   Re: st: correction for within panel serial correlation in standard errors
Date   Fri, 20 Apr 2012 15:02:49 -0500

On Fri, Apr 20, 2012 at 2:49 PM, Yogesh Uppal
<> wrote:
> Dear All,
> I want to check sensitivity of my results with respect to possible
> within-panel serial correlation in a sample for 50 US states over 28
> years.
> I am trying following methods to compute the standard errors: cluster,
> xtscc, bootstrapping.
> I have a few questions regarding each of these:
> 1) How do I determine which of these methods is more suited to my data?
> 2) While bootstrapping SEs, is there a method to determine the optimal
> number of repetitions?

Your bootstrap must respect the existing correlations structure,
otherwise, your standard errors will be too small. I talked about
survey bootstraps with Stata in

If the various methods give you wildly different answers, you should
not trust any. Correctly implemented, the cluster standard errors and
the bootstrap standard errors should be about the same.

Stas Kolenikov, also found at
Small print: I use this email account for mailing lists only.
*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index