How to do a robustness test (bootstrap) with -fracreg- command

[Victor Smith]

Hello,

I am doing a fractional regression. I would like to do a robustness check with bootstrapped SE. So, I typed in the following command

fracreg logit fl.IV DV control1 control2 control3 i.year, vce(bootstrap, reps(5000))

But I get a warning message:

time-series operators are not allowed with bootstrap without panels, see tsset

So, I read the -tsset- help file, and tried setting year as the time indicator as below

tsset year

But it said:

repeated time values in sample

For each year, I have several companies, so the "year" definitely are repeated indeed.

year        |      Freq.     Percent        Cum.
------------+-----------------------------------
       2008 |         31        9.81        9.81
       2009 |         37       11.71       21.52
       2010 |         40       12.66       34.18
       2011 |         45       14.24       48.42
       2012 |         37       11.71       60.13
       2013 |         39       13.92       74.05
       2014 |         41       12.97       87.03
       2015 |         30       12.97      100.00
------------+-----------------------------------
      Total |        305      100.00

Does anyone know how to solve this problem, so that I can do a robust analysis?

[Richard Williams]

What is with the fl.IV for your dependent variable? It should probably just be IV. If you weren't doing vce(robust) I suspect you would still get an error, albeit a different one.

[Victor Smith]

Aha, yes, after I remove it, it works! Thanks!