Hi everybody,
I need to compute the variance of a moment.
I have a panel data set with about 16000 firms and 6 years.
I suppose I need to use bootstrap techniques.
Here is what I want to do with STATA :
- select Y subsets of X firms from my panel data set
- compute the moment for each subset
- compute the variance of this moment between the Y subsets
So my questions are the following :
- how to choose X ?
- how to choose Y ?
- Do somebody know a stata program doing what i want to do ?
Thank you for any guidance
Nicolas
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