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)
. 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.