--- On Thu, 19/3/09, Helene Ehrhart wrote:
> Since I saw that it is possible to use bootstrap after
> xtregar, I tried again with my database changing options.
> In fact with the default values for reps and size, it
> tells me that I don't have enough observations.
>
> I have 255 observations so the bootstrap run when I specify
> :
>
> bs, reps(250) size(40): xtregar equation, re
>
> Since it then use a sample of only 40 observations, I am
> not sure that the results will be very reliable.
You should not use the -size()- option. The idea behind the
bootstrap is that you sample with replacement N out of N
observations. In your case you get an estimated se if you
had a sample of 40 instead of 255, i.e. you are underestimating
the precision of your estimate.
However, I don't think the bootstrap facilities in Stata are
appropriate for your type of problem. You have highly structured
data: there is a clustering in groups and there is a time
dimension, both of which should be respected in the way the
bootstrap samples are drawn, while the standard bootstrap just
assumes a simple random sample. In particular maintaining the
autocorelation structure in your bootstrap samples is going
to be hard (if not impossible).
Sorry for not being more chearful,
Maarten
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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