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st: outreg help


From   Scott Cunningham <scunning@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: outreg help
Date   Fri, 13 Jan 2006 10:08:50 -0500

I am using bootstrapping to correct for overdispersion. After calculating these SE, I want to export the table into a comma delimited file using -outreg- so that I can work with it in Excel. I get this error, though:

. bootstrap "xi:xtpoisson rp lsr age2 hgc hhd1 i.year $xextra, fe i (id)" "_b[ls
> r] _b[age2] _b[hhd1]", cluster(id) reps(500) level(95)

command: xi:xtpoisson rp lsr age2 hgc hhd1 i.year , fe i(id)
statistics: _bs_1 = _b[lsr]
_bs_2 = _b[age2]
_bs_3 = _b[hhd1]

------------------------------------------------------------------------ ------
Variable | Reps Observed Bias Std. Err. [95% Conf. Interval]
------------- +----------------------------------------------------------------
_bs_1 | 500 -1.280915 -.0134737 .6760543 -2.609178 . 0473491 (N)
| -2.584038 -. 0551219 (P)
| -2.584038 -. 0551219 (BC)
_bs_2 | 500 -.0263555 -.0000388 .0110487 -.0480632 -. 0046477 (N)
| -.0489532 -. 006063 (P)
| -.0489532 -. 006063 (BC)
_bs_3 | 500 -.4402171 .0338045 .28297 -.9961766 . 1157423 (N)
| -.9619598 . 1259881 (P)
| -.9842739 . 057382 (BC)
------------------------------------------------------------------------ ------
Note: N = normal
P = percentile
BC = bias-corrected

. outreg using bm.out, nocons coefastr se replace
variable _bs_1 not found
r(111);

end of do-file


The problem appears to be that it is renaming the variables _bs_1, and so -outreg- cannot find these. How do I get around this so that outreg will run smoothly?

Also, for the econometricians - can anyone give me the rule of thumb for the number of replications to aim for when calculating empirical standard errors by bootstrapping? Is 500 replications excessive? It takes a long time, and I've got several of these to do, so if I can get away with fewer, I'd prefer that.

thanks,


scott cunningham
dept. of economics
university of georgia
athens, ga
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