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st: Repeated time values in panel in bootstrap routine


From   David Mather <[email protected]>
To   [email protected]
Subject   st: Repeated time values in panel in bootstrap routine
Date   Wed, 23 Jun 2010 13:56:42 -0400

Hi all,

I'm running a bootstrap routine with household-level panel data and am getting the Stata error message: "repeated time values within panel - the most likely cause for this error is misspecifying the cluster(), idcluster(), or group() option"

I've read the FAQ at http://www.stata.com/support/faqs/data/repeatedtime.html and have used its suggestions for checking for duplicate observations - I've found none. The syntax which causes the error is:

bootstrap lepmaiz=r(ape1) lresid2=r(ape2), reps(500) seed(123) cluster(hhid) idcluster(newid): myboot

where -hhid- is the household-level identifier, and -myboot- is a program that runs a probit regression and then computes the average partial effect for several variables. I've run this bootstrap syntax previously on household-level data from the same database (which used the same household-level identifier) and did not have this problem, thus I don't understand how I could have misspecified the cluster or idcluster option. I've tried clustering at the village level instead, but I get the same error message. I've also tried running the syntax on only one year of the panel, and I still get the same message. I'm wondering if anyone has any suggestions on what I might be doing wrong.

thanks,
David

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