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From | "Liberini, Federica" <F.Liberini@warwick.ac.uk> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: bootstrap error - dynamic panel probit |
Date | Wed, 11 May 2011 15:53:22 +0100 |
I am trying to estimate the APE from a dynamic panel probit model using Wooldridge's Method. When I try to bootstrap over the estimated APEs to simulate their SE, I get . bootstrap r(ape_tax), reps(10) seed(123) cluster(id) idcluster(newid): APEcont_boot (running APEcont_boot on estimation sample) Bootstrap replications (10) ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 xxxxxxxxxx insufficient observations to compute bootstrap standard errors no results will be saved r(2000); please note: the program APEcont_boot is a program I wrote to estimate the APE. The program's routine works perfectly outside of the program, even when called twice in a row (there are no -generate-ed and un-drop-ped variables). Most importantly, the program and the bootstrap perfectly work on some dataset and get stuck on others (I was able to replicate an example from Wooldridge's textbook before applying the command on my dataset). Finally, changing the number of replications or changing the clustering options does not affect the outcome. Anyone knows how I could find out what exactly is causing this error message? Many thanks, Best Federica f.liberini at warwick.ac.uk Reference: Wooldridge (2010) "Econometrics Analysis of Cross-Section and Panel Data", pages 628-629 * * 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/