See e.g.
http://www.stata.com/statalist/archive/2006-11/msg00025.html
but note you cannot expect reasonable estimates resampling from a
sample of 9 (census divisions).
On Thu, Aug 27, 2009 at 5:53 PM, L S<[email protected]> wrote:
> 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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