hello
I have a problem with bootstrapping and the noconstant option.
consider the following example:
clear
set obs 50
gen byte group=mod(_n,10)
sort group
gen byte country=0
replace country=1 in 26/50
gen y=uniform()
xi, noomit: reg y i.country, noconstant cluster(group)
reg y country_0 country_1, noconstant vce(boot, reps(10) cluster(group))
the first regression includes all both dummies, while the second regression eliminates the dummy country_1. The reason for this is unclear to me. Is there a problem with the combination of noconstant and bootstrapping standard errors? Any help appreciated, regards, christian