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st: Bootstrap Cluster multilevel
From
[email protected]
To
statalist <[email protected]>
Subject
st: Bootstrap Cluster multilevel
Date
Wed, 6 Feb 2013 22:46:52 +0000
Dear statalist,
I have a panel data fixed effect and I have I would like to cluster at
region, sector and individuals level. The panel is not nested.
I saw at the moment does not exist any command to do that. The only
solution that I have found is to bootstrap standard error.
I have done these step but does not work
egen sec_reg=(region sector)
gen reg = sec_reg
*Individual fixed effect
iis reg
tis year
bootstrap, r(25) cl(sec_reg) idcluster(reg) group(sec_reg): xtivreg2
employed i.region i.year i.sector (bbbbp=bbbb ) , i(id_per ) fe
ffirst savefirst savefprefix(indfix)
i got this error
insufficient observations to compute bootstrap standard errors
no results will be saved
r(2000);
Some one can help me? I really appreciate
best
nico
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