<>
Just try
use grunfeld, clear
xtset company time
bs _b: xtregar invest mvalue kstock
and observe the result...
HTH
Martin
-------- Original-Nachricht --------
> Datum: Thu, 19 Mar 2009 09:50:23 +0100
> Von: Helene Ehrhart <[email protected]>
> An: [email protected]
> Betreff: st: Bootstrap after xtregar
> Statalisters,
>
> I am estimating an equation with xtregar in order to correct for the
> autocorrelation but there is an estimated regressor in the equation so
> I need to bootstrap the standard error of the coefficient.
> However, the command bootstrap "xtregar equation, re"
> _b[estimatedvar], reps(50) doesn't produce result.
> It is as if this command is not suited for the xtregar estimator.
> Somebody already raised this issue on the list but didn't get an
> answer so I am wondering if somebody knows how to bootstrap after
> xtregar?
> If there is no command, is it possible to bootstrap programming several
> loops?
>
> Thanks in advance.
>
> Hélène Ehrhart.
> Centre for Studies and Research on International Development (CERDI)
> France.
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
--
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*
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