st: Anderson-Hsiao Estimator

["Grant Peter Kabango" <g.kabango.1@research.gla.ac.uk>]

Dear Statalist,

I am using the Anderson_Hsiao estimator to estimate a panel with T=35. As the estimator calculates a bootstrap variance-covariance matrix for LSDVC using # repetitions, how does one determine the number of retitions to apply in the command vcov(#)? And what does the change in the repetitions mean to the results?

thanks

Grant


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