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From | Laura Rovegno <laura.rovegno@uclouvain.be> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Cluster Bootstrapping : repeated time values within panel error |
Date | Thu, 16 Dec 2010 17:54:38 +0100 |
Hello! I'm having a little problem with cluster bootstrapping in Stata. I'm using Stata 11. Here are the command and error: . gmm ($expr), instruments(n_1 k) vce(bootstrap, reps(10) cluster(id)) twostep (running gmm on estimation sample) Bootstrap replications (10) ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 repeated time values within panel the most likely cause for this error is misspecifying the cluster(), idcluster(), or group() option I get the same if I do: . bootstrap, reps(10) cluster(id): gmm ($expr), instruments(n_1 k) twostep The panel in my dataset is well specified: . tsset id year panel variable: id (unbalanced) time variable: year, 2002 to 2008, but with gaps delta: 1 unit There are no observations with missing variables in the data. In fact if I run gmm without bootstrap it uses 556 observations, the same number of observations in the dataset . count 556 The problem is not with the gmm command since i get the same error with other commands, for example: . bootstrap, reps(10) cluster(id) idcluster(id2) seed(123) nowarn: reg y n (running regress on estimation sample) Bootstrap replications (10) ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 repeated time values within panel the most likely cause for this error is misspecifying the cluster(), idcluster(), or group() option Bootstrapping without clustering works. My panel is highly unbalanced with many observation that I observe only once. However, if I only use the balanced panel I still get the error. If I run other commands with cluster such as "xtreg y n, fe cluster(id)" it works Any ideas what might be the problem and how to solve it? Thank you Laura * * 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/