<>
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 <Helene.Ehrhart@u-clermont1.fr>
An: statalist@hsphsun2.harvard.edu
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.
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