Nick - thanks for the information. Here is the syntax I used.
(1) bootstrap "dprobit y x1 x2 x3 x4 x5" "_b[x1] _b[x2]", reps(1000)
cluster(x6) -- this worked.
(2) bootstrap "dprobit y x1 x2 x3 x4 x5 x7 x8 x9 x10 ... x50" "_b[x1]
_b[x2]", reps(1000) cluster(x6) -- this returned "invalid syntax".
The variables in (2) above include dummies and interctions with dummies.
Nick Cox wrote:
-whelp limits- indicates various limits.
It is always worth including examples of the
invalid syntax you used.
I doubt that the explanation of your problem lies
in the direction you are looking. The error message
you got would be normally be
produced well before trying to apply the -regress-
command. However, without indications of
what you actually typed it is difficult to help further.
Nick
[email protected]
Rubiana Chamarbagwala
Hi - I am trying to estimate a probit model with lots of independent
variables and estimate bootstrapped standard errors for 4 variables.
Stata keeps returning "invalid syntax" when I include all the
independent variables. However, when I include only a few
variables, it
works. Does anyone know whether or not there is a limit to
the number
of variables one can include in a regression when one uses
the bootstrap command?
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--
Rubiana Chamarbagwala
Assistant Professor
Department of Economics
Indiana University
100 S. Woodlawn
Bloomington, IN 47405
[email protected]
http://mypage.iu.edu/~rchamarb
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