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st: Bootstrapped errors valid?


From   "Jake Kendall" <[email protected]>
To   <[email protected]>
Subject   st: Bootstrapped errors valid?
Date   Sat, 15 Apr 2006 19:13:34 -0700

Hi All,

I am considering the following regression but I am unsure of the validity of using bootstrapped errors. I would appreciate any comments anyone has.

I am running an instrumental variables panel regression using random effects [ xtivreg ..., re]. I believe that the variable to be instrumented is drawn from a Poisson distribution so I would like to find a way to correct for this. I had thought of using bootstrapped errors as a way to be robust to the possible misspecification. Is this valid or is there some way to test if it is valid?


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