Re: st: How to simulate several sets of panel data

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Tue, 1/3/11, Sonia Baños Caballero wrote:
> I have a panel data and I have estimated a Partial
> Adjustment Model, but now I need to simulate several sets of
> panel data to check whether the new estimated coefficients
> differ from those obtained with my initial panel data. I do
> not know how I can simulate sets of panel data to
> re-estimate my model with them.  My Partial Adjustment
> Model have nine independent variables and I have to
> re-estimate this model by using the simulated sets of panel
> data.

One possibility would be to use -bsample- with the -cluster-
option to draw a random sample with replacement from your 
actual data. 

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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