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Re: st: bootstrapping xtmixed
From
John Antonakis <[email protected]>
To
[email protected]
Subject
Re: st: bootstrapping xtmixed
Date
Thu, 25 Jun 2009 06:55:15 +0200
Hi Jeff:
Your solution works; thanks,
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
____________________________________________________
On 25.06.2009 01:09, Jeff Pitblado, StataCorp LP wrote:
John Antonakis <[email protected]> is using the -bootstrap:- prefix with
-xtmixed- and is getting a syntax error for what looks like a valid call to
-xtmixed-:
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.
-bootstrap- is having trouble parsing the -xtmixed- syntax. John should try
putting the -if- clause at the end after all the 'or' bars:
. xi: bootstrap, reps(500): xtmixed y sr_hat sal equity i.industry
> i.country i.year || ceo : if ceo != 136 & ceo!= 200
--Jeff
[email protected]
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