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Re: st: Stata11 cannot estimate xthtaylor with bootstrap SE


From   [email protected]
To   [email protected]
Subject   Re: st: Stata11 cannot estimate xthtaylor with bootstrap SE
Date   Mon, 24 Aug 2009 11:57:50 -0500

Mike <[email protected]> has uncovered a bug with -xthtaylor- when option
-vce(bootstrap)- is used in a model containing collinear variables. The
following error message is given:

	o. operator not allowed
	an error occurred when bootstrap executed xthtaylor
	r(101);

The fix will be available in a future ado update.  In the meantime, you can work
around this problem by calling -xthtaylor- under version control or by using the
-bootstrap- command. For example, try the following:

	version 10.1: xthtaylor depvar indepvars, endog(vars) vce(bootstrap)
	bootstrap: xthtaylor depvar indepvars, endog(vars)

Theresa Boswell
<[email protected]>

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