Carl Nelson <[email protected]> is using -bootstrap- (Stata 8 syntax) with
-xtabond2-, but all of the replications appear to be missing:
> I created the following do file to obtain bootstrapped confidence intervals.
>
> program kuznets, rclass
> args lnSEC lnGDPC lnGDPC2
> tsset countrycode year
> xtabond2 lnSEC l1.lnSEC lnGDPC lnGDPC2, gmm(l1.lnSEC) iv(lnGDPC lnGDPC2)
> gen kuz = exp(-_coef[lnGDPC]/(2*_coef[lnGDPC2]))
> return scalar x1 = kuz
> end
>
> bootstrap "kuznets" kuz, reps(25) cluster(countrycode) idcluster(countryrs)
Nick Cox replied with a comment on the -reps()- option and some other
suggestions.
Carl later mentioned he was using Stata 8 syntax, but has Stata 9; so I'll
provide Stata 8 and Stata 9 solutions.
Here is how I would change Carl's -kuznets- program:
program kuznets, rclass
tsset newid year
xtabond2 lnSEC l1.lnSEC lnGDPC lnGDPC2, ///
gmm(l1.lnSEC) iv(lnGDPC lnGDPC2)
return scalar kuz = exp(-_coef[lnGDPC]/(2*_coef[lnGDPC2]))
end
Notice the variable 'newid'. This variable should identify the resampled
panels uniquely, generated by the -idcluster()- option of -bootstrap-. Also,
the new -kuznets- program returns the statistic of interest in -r(kuz)-.
In Stata 8, Carl will have to generate the original copy of the 'newid'
variable, then he can call -bootstrap- with the -idcluster(newid)- and
-cluster(countrycode)- options.
. gen newid = countrycode
. bootstrap "kuznets" kuz = r(kuz), reps(25) idcluster(newid) cluster(countrycode)
In Stata 9, -bootstrap- will automatically generate a copy of the -cluster()-
variable when the -idcluster()- option is specified, thus Carl can just call
-bootstrap-.
. bootstrap kuz = r(kuz), reps(25) idcluster(newid) cluster(countrycode) : kuznets
If Carl continues to have trouble, try using the -noisily- option to see what
error messages are being reported by the calls to -kuznets-.
--Jeff
[email protected]
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