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st: bootstrapping xtmixed


From   John Antonakis <[email protected]>
To   [email protected]
Subject   st: bootstrapping xtmixed
Date   Wed, 24 Jun 2009 23:01:50 +0200

Hi:

When I run the following, it works fine:
xi: xtmixed y sr_hat sal equity i.industry i.country i.year if ceo != 136 & ceo!= 200 || ceo : ,

However, when I bootstrap it I get:
. xi: bootstrap, reps(500): xtmixed y sr_hat sal equity i.industry i.country i.year if ceo != 136 & ceo!= 200 || ceo : , i.industry _Iindustry_0-9 (naturally coded; _Iindustry_0 omitted)
i.country         _Icountry_0-19      (naturally coded; _Icountry_0 omitted)
i.year            _Iyear_1-7          (naturally coded; _Iyear_1 omitted)
200| invalid name
r(198);

Same problem when using the jacknife. I wonder why I am getting this error.

Best,
J.

____________________________________________________

Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
http://www.hec.unil.ch/people/jantonakis&cl=en

Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________



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