Re: st: RE: Bootstrapping from panel data

["Erik �. S�rensen" <sameos@mac.com>]

On s�ndag, okt 13, 2002, at 19:31 America/Montreal, Steven Stillman 
(LMPG) wrote:


> Patrice.  Just use bstrap with the cluster option (your firm id 
> variable is your cluster id) this provides a resample of clusters, not 
> observations.
Most likely you also want to add an "idcluster(newvar)" to the bstrap 
command, and use the new variable to identify firms in the bootstraps, 
or your bootstrap data will have fewer firms (but more observations on 
each firm) than your original data, and this can cause problems with 
many  types of procedures.

Erik

--
Erik �. S�rensen,  <http://www.geocities.com/erik_oiolf/>.
phd student (economics), Norwegian School of Economics.
currently visiting Queen's University, Kingston Ontario.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/