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RE: Re: st: Bootstrapping & clustered standard errors (-xtreg-)
From
"Tobias Pfaff" <[email protected]>
To
<[email protected]>
Subject
RE: Re: st: Bootstrapping & clustered standard errors (-xtreg-)
Date
Wed, 7 Sep 2011 11:38:18 +0200
Thank you Jeff!
It works now.
However, I now get the following error message (using the -noisily- option):
- insufficient observations
an error occurred when bootstrap executed xtreg, posting missing values -
If this thread is correct
(http://www.stata.com/statalist/archive/2011-05/msg00732.html) then
it might be that there are not enough degrees of freedom for fixed effects
and clustered standard errors.
Well, -xtreg, fe vce(cluster ...)- works fine. Only when I use bootstrapping
the error message occurs.
Does bootstrapping need more degrees of freedom than the regular fixed
effects estimation or did I overlook something else?
Thanks,
Tobias
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