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| From | Erasmo Giambona <e.giambona@gmail.com> |
| To | statalist <statalist@hsphsun2.harvard.edu> |
| Subject | st: bootstrap and derived dummy variable |
| Date | Wed, 15 Feb 2012 14:02:30 +0100 |
Dear All, I can see why one would bootstrap the standard errors if a variable estimated from a regression is for instance used as regressor. Would things be the same if instead of using the estimated variable directly in the regression, one derive a dummy variable from the estimated variable and the dummy variable is then used in the "second-stage" regression? I would appreciate any thoughts and references on this. Regards, Erasmo * * 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/