Patrice. Just use bstrap with the cluster option (your firm id variable is
your cluster id) this provides a resample of clusters, not observations.
Also, have a look at "Analysis of Household Survey Data" by Angus Deaton.
He provides hand-written stata code for dealing w/ similar type issues
(individuals within households).
Steve
> -----Original Message-----
> From: Patrice Yee Chong San [SMTP:[email protected]]
> Sent: Monday, October 14, 2002 10:17 AM
> To: [email protected]
> Subject: st: Bootstrapping from panel data
>
> Hi Listers,
>
> I have a balanced panel data of N=1130 firms over T=36 time periods and
> 15 explanatory variables. What I plan to do now is some sort
> of 'bootstrapping.
>
> I want to create a random sample of n<N firms with replacement in such
> a way that i also pick their entire corresponding time series at the
> same time. And also, i want to ensure that a particular firm can be in
> the sample more than once.
>
> The bstrp command in Stata only picks individuals/firms i from a
> particular period but i want to preserve the time structure of my data.
> I have been through the manuals and FAQ but cannot find anything on
> bootstrapping from panel data. The goal is to do my analyses on this
> sample and to repeat this over and over and then to compare results.
>
> Is there any way to do this? The solution is eluding me.
>
> Regards
> Patrice
>
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