For me, both regressions drop one dummy (i.e. the reference group). To avoid
this you can always write:
bootstrap, reps(10) cluster(group): reg y country_0 country_1, noc
However, using vce(bootstrap) over bootstrap is usually preferred because
the prefix command does not always gives the same results.
Best,
Johan Hellstrom
>hello
>
>I have a problem with bootstrapping and the noconstant option.
>consider the following example:
>
>clear
>set obs 50
>gen byte group=mod(_n,10)
>sort group
>gen byte country=0
>replace country=1 in 26/50
>gen y=uniform()
>
>xi, noomit: reg y i.country, noconstant cluster(group)
>reg y country_0 country_1, noconstant vce(boot, reps(10) cluster(group))
>
>the first regression includes all both dummies, while the second regression
>eliminates the dummy country_1. The reason for this is unclear to me. Is
>there a problem with the combination of noconstant and bootstrapping
>standard errors? Any help appreciated, regards, christian
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