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st: Insufficient observations to compute bootstrap standard errors


From   Felix Modrego <fmodrego@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Insufficient observations to compute bootstrap standard errors
Date   Mon, 6 Aug 2012 16:35:45 -0400

Dear Statalisters,

I'm trying to obtain bootstrap standard errors for coefficients of a
dynamic panel estimation, by means of the -gmm- command with the
option -vce(bootstrap)-.

I'm getting the following error:

insufficient observations to compute bootstrap standard errors
no results will be saved
r(2000);


Is this because of the missing values generated for the lag of the
autoregresive term in the first year of the sample and lagged RHS
variables I'm using as instruments? Is there any solution to this?

Any advice is greatly appreciated.

Felix Modrego
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