Dear Stata Users:
I have been using an estimation procedure based on the Griliches and
Hausman paper 'errors in variables in panel data' that i have written out
in a .do file. The .do returns a matrix with the list of estimated
coefficients and another matrix with the asymptotic variance covariance
matrix. I will be using this estimator with a survey dataset that has a
list of bootstrap weights associated with it. Can anyone suggest a method
to bootstrap the standard errors of my programmed estimates that might or
might not incorporate the bootstrap weights? Thanks
Geoff
[email protected]
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