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  • Exporting/Displaying boottest results

    Hi everyone,

    I am running a difference in differences regression with Panel data on Stata version 14.2.

    I have state-level clustered standard errors, but since there are only 32 states in my data I want to use bootstrapping to correct for bias in the standard errors.
    Since I am using survey data I need to include weights [pweight]. These are, however, incompatible with the bootstraps option after reg.

    I was recommended the boottest command, but I have trouble getting the results out of Stata into a table.

    I run the following code:

    reg violence treat i.state i.year [pweight=factor] if year>2003, cluster(ent)
        matrix v = e(V)
        matrix b = e(b)
        boottest treat=0, boottype(wild) seed(22)
        matrix v[1,1] = (_b[treat]/r(t))^2
        eststo: ereturn post b v
        sum violence if year>2003
        local N    = r(N)
        local mean = r(mean)
        estadd scalar m  = `mean'
        estadd scalar obs     = `N'
    #delimit ;
    esttab, b(%-9.3f) se(%-9.3f) noobs keep(treat) nonotes nogaps
    mlabels(, none) nonumbers style(tex) fragment replace noline label
    stats(obs m, fmt(%9.0gc %5.3f)
          label("\\ Observations" "Mean of Dependent Variable"));
    #delimit cr

    I get the following error message after the line
      eststo: ereturn post b v

    last estimation results not found, nothing to store

    Any idea how to fix this?

    Any help is greatly appreciated.