Hello,
I am trying to perform a clustered bootstrap in which I also include
fixed effects for the variable serving as the cluster identifier. For
cross-sectional data on individuals in different states, I would like
to do a bootstrap that clusters by state, but also includes state
fixed effects.
A difficulty with doing this is that this often doesn’t seem to work
with logit. Here is some code that illustrates the point:
clear
set more off
sysuse citytemp
forvalues i = 2/9{
gen z`i'=(division==`i')
}
gen round_heatdd = round(heatdd)
gen odd = mod(round_heatdd,2)
drop if odd==.
reg odd tempjan z2-z9, cluster(division)
logit odd tempjan z2-z9, cluster(division)
bootstrap, cluster(division) reps(200) seed(1234): reg odd tempjan z2-z9
bootstrap, cluster(division) reps(200) seed(1234): logit odd tempjan z2-z9
Reg and Logit each run fine with clustered standard errors in
non-bootstrapped form, as does the Reg bootstrap. For the logit
bootstrap, the following error arises:
“insufficient observations to compute bootstrap standard errors
no results will be saved”
In other examples with logit and cluster-level fixed effects, STATA
will actually run through completely, but with the bootstrap working
on a small number of replications (instead of on zero). For example,
if one includes only some of the fixed effects, this will occur:
bootstrap, cluster(division) reps(200) seed(1234): logit odd tempjan z2-z5
Does anyone know what is causing the bootstrap to fail to run normally
here? Is there anything I can do so that the logit with a clustered
bootstrap will run?
Thank you.
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