Re: st: How to simulate several sets of panel data

[sbanos@um.es]

Maarten, Thank you very much for you suggestion. It helped me a lot. I did not know how to do that.

Thank you very much!

Best regards,
Sonia Baños





El 02/03/2011 9:26, Maarten buis escribió:
> --- On Tue, 1/3/11, Sonia Baños Caballero wrote:
> > I have a panel data and I have estimated a Partial
> > Adjustment Model, but now I need to simulate several sets of
> > panel data to check whether the new estimated coefficients
> > differ from those obtained with my initial panel data. I do
> > not know how I can simulate sets of panel data to
> > re-estimate my model with them.  My Partial Adjustment
> > Model have nine independent variables and I have to
> > re-estimate this model by using the simulated sets of panel
> > data.
> One possibility would be to use -bsample- with the -cluster-
> option to draw a random sample with replacement from your
> actual data.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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