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  • Help Bootstrap

    Dear Stata-Community,

    I want to bootstrap some of my FGLS regressions.

    My FGLS regression code is

    "xtset id year, yearly

    set matsize 2000

    xtgls wreturn wpercorr wretiree yd*, panels(hetero) corr(psar1) force"

    This FGLS regression works well and I got my regression results.


    When I try to bootstrap the FGLS regression, I use the following code:

    "program fgls, eclass
    quietly {
    xtgls wreturn wpercorr wretiree yd*, panels(hetero) corr(psar1) force
    }
    end

    bootstrap fgls _b, reps(1000) noesample cluster(stateid)"

    However, Stata gave me the following error.
    insufficient observations to compute bootstrap standard errors no results will be saved Could anyone tell me what is going on? How can I fix my errors? Thanks and best regards, Redline

  • #2
    Post in the General forum. This one is for practice posts.
    Steve Samuels
    Statistical Consulting
    [email protected]

    Stata 14.2

    Comment

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