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Re: st: bootstrap ivreg2


From   "Vidya Mahambare" <[email protected]>
To   <[email protected]>
Subject   Re: st: bootstrap ivreg2
Date   Thu, 30 Sep 2004 16:45:11 +0100

I did tsset time variable and ran ivreg2 to check if it is working. It worked
fine. But doesn't seem to work when I try bootstrapping. It still says 'must
tsset data and specify timevar'.


thanks,
Vidya


>>> [email protected] 30/09/2004 16:39:53 >>>
Vidya,

ivreg2 needs to know about the time variable you are using in order 
to handle autocorrelation.  You would get this error even if you ran 
one regression by hand - it's not related to bootstrapping.

Try preceding the call to ivreg2 with

tsset <your time variable>

and see what happens.

--Mark

Date sent:      	Thu, 30 Sep 2004 16:32:43 +0100
From:           	"Vidya Mahambare" <[email protected]>
To:             	<[email protected]>
Subject:        	st: bootstrap ivreg2
Send reply to:  	[email protected] 

> Following Mark's reply I have now updated ivreg2 . Thanks.
> 
> I am now trying to use -bootstrap- with ivreg2, but I keep getting the
> following error message.
> 
> insufficient observations to compute bootstrap standard errors
> > no results will be saved
> > r(2000);
> 
> I supplied -bootstrap- with the -noisily- option to find out what is
> the problem, which results in the error message - 
> 
> must tsset data and specify timevar
> captured error running (ivreg2 r (lagr leadrpixg leadgdpg=.......
> 
> I would appreciate any ideas on this.
> 
> Is there another way to bootstrap GMM estimates for time series in
> Stata? 
> 
> 
> Thanks
> Vidya 
> 
> 
> 
> 
> 
> 
> *
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert 

*
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*   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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