Wild Cluster Bootstrap

[luxa bettx]

Dear users, I have to estimate a biprobit model with cluster standard errors but I have few cluster issue. I would like to know how to implement the wild cluster boostrap to account for the fact I have few clusters with a Biprobit/MVprobit model or, generally with the estimation of multiequations systems. Thank you!

[Nick Cox]

Cross posted at http://stats.stackexchange.com/quest...ster-bootstrap

[luxa bettx]

Dear users, here the work I made reference to: Cameron(2011): "Robust Inference with Clustered Data", but also Cameron, Gelbach and Miller (2008). I have to estimate e bivariate probit model with cluster standard error but I have 25 clusters. I have seen about the wild cluster bootstrap to account for few cluster issue as in the works abovementioned but applied to OLS. I would like to ask you how to deal with a few cluster issue in a bivariate model. Thanks!

[Nick Cox]

The Stata FAQ is quite explicit about references. Name and date references are incomplete.

13. How should I give literature references?

Please give precise literature references. The literature familiar to you will be not be familiar to all members of Statalist. Do not refer to publications with just author and date, as in Sue, Grabbit, and Runne (1989).
References should be in a form that you would expect in an academic publication or technical document. Good practice is to give a web link accessible to all or alternatively full author name(s), date, paper title, journal title, and volume and page numbers in the case of a journal article.

But the bigger deal is (I guess) that people here may not know what a _wild_ bootstrap is. I don't.

[Nick Cox]

The Cross Validated post is now on hold as "off-topic".

[Carlo Lazzaro]

Luxa:
http://www.stata.com/bookstore/micro...ata/index.html, pages 434-435 covers clustered bootstrap (with Stata code).

[luxa bettx]

Dear Carlo, thank you very much for your suggestion.

[Rich Goldstein]

you might want to take a look at this old message from the archives: http://www.stata.com/statalist/archi.../msg01249.html

[Ria Pinjani]

Hey guys! I am facing a problem with my command for mvprobit! can you please tell me the correct specification!!

mvprobit (equation1: zscoreneg1 = BMI improvedsanitation improvedwater pollutedcookingfuel deliveryassist antenatalcare birthordernumber childofmultiplebirth mothereducation)
(equation2: zscore0 = BMI improvedsanitation improvedwater pollutedcookingfuel deliveryassist antenatalcare birthordernumber childofmultiplebirth mothereducation)
(equation3: zscorepos1 = BMI improvedsanitation improvedwater pollutedcookingfuel deliveryassist antenatalcare birthordernumber childofmultiplebirth mothereducation)

I am getting the error r2000 - no valid observations

[Carlo Lazzaro]

Ria:
please start a new thread. Thanks.