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st: bootstrap with fixed effects
From
joachim jarreau <[email protected]>
To
[email protected]
Subject
st: bootstrap with fixed effects
Date
Mon, 3 Dec 2012 00:11:47 +0100
Hi,
I am running this:
bs b=(_b[leav]), reps(5) noisily saving(bsres, replace): reg lv leav
ldist contig comlang i.repyear i.partyear, ro
on a sample of 1250 obs.
stata runs the five regressions and obtains the coefficients, but displays
- collinearity in replicate sample is not the same as the full sample,
posting missing values -
after each regression except the first one, and
- insufficient observations to compute bootstrap standard errors -
- no results will be saved -
at the end.
ok so collinearity changes from one bootstrap sample to the other, so
that some fixed effects are dropped in some and kept in other samples.
But I would just want to store the values of the coeff on the
variable leav. That is why I put the b=(_b[leav]) option. But despite
this option, it does not store this coefficient value, although it is
well defined.
Is there a way to do this? thank you in advance.
joachim
Université Paris-1 Panthéon-Sorbonne
106 boulevard de l'Hopital
75013 Paris
(00331) 44 07 82 42
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