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Re: st: mlogit, bootstrap, mfx: "no observations"
Dear Stas and Jean,
thank you for your comments.
There is a reason for my need to bootstrap the standard errors: The covariates in local foo (the ones I want to calculate the marginal effects for) are variables that are predicted from a 'first step' regression. My understanding is that I have to account for this but that estimating robust standard errors may not be sufficient.
And indeed - in another paper, different data, different topic, but same issue - a referee suggested to use bootstraping.
If you have any other suggestions, please let me know.
Guido
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Guido Heineck
University of Erlangen-Nuremberg
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