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RE: Re: st: Bootstrapping & clustered standard errors (-xtreg-)

From   "Tobias Pfaff" <[email protected]>
To   <[email protected]>
Subject   RE: Re: st: Bootstrapping & clustered standard errors (-xtreg-)
Date   Wed, 7 Sep 2011 11:38:18 +0200

Thank you Jeff!
It works now.

However, I now get the following error message (using the -noisily- option):

- insufficient observations
an error occurred when bootstrap executed xtreg, posting missing values -

If this thread is correct
( then
it might be that there are not enough degrees of freedom for fixed effects
and clustered standard errors.

Well, -xtreg, fe vce(cluster ...)- works fine. Only when I use bootstrapping
the error message occurs.

Does bootstrapping need more degrees of freedom than the regular fixed
effects estimation or did I overlook something else?


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