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From | Stas Kolenikov <skolenik@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: correction for within panel serial correlation in standard errors |
Date | Fri, 20 Apr 2012 15:02:49 -0500 |
On Fri, Apr 20, 2012 at 2:49 PM, Yogesh Uppal <stata.list.queries@gmail.com> wrote: > Dear All, > > I want to check sensitivity of my results with respect to possible > within-panel serial correlation in a sample for 50 US states over 28 > years. > > I am trying following methods to compute the standard errors: cluster, > xtscc, bootstrapping. > > I have a few questions regarding each of these: > > 1) How do I determine which of these methods is more suited to my data? > > 2) While bootstrapping SEs, is there a method to determine the optimal > number of repetitions? Your bootstrap must respect the existing correlations structure, otherwise, your standard errors will be too small. I talked about survey bootstraps with Stata in http://stata-journal.com/article.html?article=st0187. If the various methods give you wildly different answers, you should not trust any. Correctly implemented, the cluster standard errors and the bootstrap standard errors should be about the same. -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * 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/