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st: RE: a2reg and bootstrapping std error
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
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: [email protected]
[mailto:[email protected]] On Behalf Of Modhura Maitra
Sent: Donnerstag, 3. Juni 2010 01:59
To: [email protected]
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
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