alessia matano <[email protected]>:
Perhaps if you show what you typed, folks on the list can offer
advice. Even better, show an example using a publicly available
dataset, e.g. start your example code with
webuse psidextract, clear
tsset
Probably you need at least the idcluster(newvar) option on
-bootstrap-. How are you demeaning yourself? Better to use an -xt-
commmand.
On Tue, May 27, 2008 at 6:13 AM, alessia matano <[email protected]> wrote:
> Dear Austin,
>
> I attempt to do the estimation with bootstrap....after time-demeaning
> my observation. I have just a doubt. It is true that bootstrap allows
> the cluster option, what i do not understand well is for what should i
> clustered my observations to allow correct standard errors after
> time-demenaing myself the observations. generally i clustered them not
> for individual, but for provinces where they live (cause of
> heteroskedasticity). However bootstrap either using the individual
> cluster or using the province ones does not work, saying that there
> are time repeated values within the panel, while when I tsset them it
> understands the panel structure. May you help me with this also? It
> works only when I cluster() with no variables inside.
> May you suggest me something? Also to read about?
> thank you very much
> alessia
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
