Erasmo--
At a minimum, you probably need the cluster() and idcluster() options
on -bootstrap- (see -help bootstrap-) so you are not resampling from N
obs, but M clusters (each panel) and there is a new id variable to
supply to your cluster() option on -xtivreg2-. Something like:
bootstrap, r(1000) cl(gvkey) id(g): xtivreg2 `v', first cl(g) fe i(g)
might work.
As no doubt Stas Kolenikov will point out, -bootstrap- is not
guaranteed to solve your problems.
On 8/29/07, Erasmo Giambona <[email protected]> wrote:
> Dear Statalisters,
> Is it possible to bootstrap clusters after XTIVREG2?
> I use the following code:
>
> bootstrap, reps(1000): xtivreg2 variables (….), first robust
> cluster(gvkey) fe i (gvkey)
>
> and I get the following error message:
>
> repeated time values within panel
> the most likely cause for this error is misspecifying the cluster(),
> idcluster(), or group() option
>
> Any suggestions on what I am doing wrong?
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