st: Fixed effects XTREG, Multiple Imputation MIM and Bootstraping VCE(BOOTSTRAPPING)

[jovogt@rumms.uni-mannheim.de]

Hi
I have a panel data set (220 groups, 8 years) and I used the user  
written multiple imputation command ?ICE? to fill up missing  
observations. I am furthermore applying XTREG, FE to estimate a fixed  
effect model using the generated data.  The XTREG command works well  
with ?MIM? (user written command to estimate models based on imputed  
data-sets).

(mim: xtreg depvar indep.vars, fe)

I am however furthermore trying to estimate confidence intervals based  
on bootstrapping
(mim: xtreg depvar indep.vars, fe vce(bootsrap)

This also doesn?t lead to any complications without any further  
modifications. It is however not possible to set a higher number of  
bootstrapping cycles:
Eg.: (mim: xtreg depvar indep.vars, fe vce(bootsrap). Reps(400)
Error: ?invalid reps?

Or to apply
(estat bootstrap, all).

May somebody assess whether applying vce(bootstrap) on multiple  
imputed data sets can lead to biases in general and/or does somebody  
know how to change the number of bootstrapping cycles / and/or can  
tell me how get the post-estimation bootstrapping  information (to get  
asymptotically refined confidence intervals)?

Thanks & best regards!


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