I created the following do file to obtain bootstrapped confidence intervals.
program kuznets, rclass
args lnSEC lnGDPC lnGDPC2
tsset countrycode year
xtabond2 lnSEC l1.lnSEC lnGDPC lnGDPC2, gmm(l1.lnSEC) iv(lnGDPC lnGDPC2)
gen kuz = exp(-_coef[lnGDPC]/(2*_coef[lnGDPC2]))
return scalar x1 = kuz
end
bootstrap "kuznets" kuz, reps(25) cluster(countrycode) idcluster(countryrs)
The result is:
command: kuznets
statistic: _bs_1 = kuz
Bootstrap statistics Number of obs = 1980
N of clusters = 66
Replications = 25
------------------------------------------------------------------------------
Variable | Reps Observed Bias Std. Err. [95% Conf. Interval]
-------------+----------------------------------------------------------------
_bs_1 | 0 42843.02 . . . . (N)
| . . (P)
| . . (BC)
------------------------------------------------------------------------------
Note: N = normal
P = percentile
BC = bias-corrected
insufficient observations to compute bootstrap standard errors
no results will be saved
r(2000);
It looks like I am only getting one replication of kuz.
I would appreciate any help identifying my error.
Carl Nelson
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