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From | "Martin Weiss" <martin.weiss1@gmx.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: a2reg and bootstrapping std error |
Date | Thu, 3 Jun 2010 02:09:22 +0200 |
<> *********** clear* set obs 100 gen byte id=_n expand 10 bys id: gen byte time=_n gen x=rnormal() gen y=1+2*x+rnormal() a2reg y x, individual(id) unit(time) bs, reps(200):a2reg y x, individual(id) unit(time) *********** HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Modhura Maitra Sent: Donnerstag, 3. Juni 2010 01:59 To: statalist@hsphsun2.harvard.edu Subject: st: a2reg and bootstrapping std error Hello All, I am trying to run an a2reg on employer-employee data and want to bootstrap the standard errors of the coefficient. Could somebody please tell me the correct way of using bootstrap with a2reg? I run this without the bootstrap: a2reg wage age age2 experience experience2, individual(person_id) unit(firm_id) indeffect(person_effect) uniteffect(firm_effect) xb(covariate) To get the standard errors clustered at the level of individual I used: "bootstrap, cluster(person_id): a2reg...." and "a2reg ..., vce(bootstrap)". None of them works. Help please, Modhura * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/