Wild bootstrap after xtreg

[Philip Gigliotti]

hello,

I am trying to run a wild bootstrap after xtreg.

my code is

xtset Panel Year
xtreg MathProf4_z innovation2 FreeLunch STRatio i.Year, fe vce(cluster Panel)
boottest innovation2, bootttype(wild)

this throws the error

Option bootttype(wild) not allowed.

Either boottest can still no longer be used after xtreg, even with the updates or my code is wrong

can anyone suggest either correct code or help me find an alternative way to run a wild bootstrap after xtreg?

* Example generated by -dataex-. To install: ssc install dataex
clear
input str23 School_No int Panel float(Year MathProf4_z innovation2) double(FreeLunch STRatio)
"0010"   10 2008    -1.33879 0             .8368 20.23204453318812
"0010"   10 2009  -1.4245404 0             .8096 18.98976223235205
"0010"   10 2010  -1.3490636 0             .9142   19.201426911725
"0010"   10 2011  -1.4309446 0 .9295336787564766 19.29828245286169
"0010"   10 2012   -1.329101 0  .929584866001051 21.92757562593837
"0010"   10 2013  -1.5958756 0  .938208616780045 17.41381199598416
"0010"   10 2014  -1.6979793 0  .966865473823724 16.59830453104015
"0040"   40 2008   -1.448794 0             .9342 9.811053787266987
"0040"   40 2009  -1.4884957 0             .9977  11.4381496552742
"0040"   40 2010  -1.4552444 0                 1 11.41593556738099
"0040"   40 2011  -1.6446313 0                 1 11.49988949055144
"0040"   40 2012  -1.7135668 0 .9965156794425087 9.407183548245412
"0040"   40 2013  -1.7277887 0         .99609375 7.627924161747747
"0040"   40 2014  -1.8682303 0  .995798319327731 6.964399627785031
"0067"   67 2008  -1.6248006 0             .6522 17.06231454005934
"0067"   67 2009           . 0             .8256 14.33333333333333
"0067"   67 2010           . 0               .73  16.7266036631262
"0067"   67 2011           . 0 .8793103448275862 15.77844881525613
"0067"   67 2012           . 0 .8705035971223022 15.89770569801221
"0067"   67 2013           . 0   .85064935064935 19.09698540444687
"0067"   67 2014  -2.0841584 0  .849673202614379 17.28481534620469
"0069"   69 2009  -1.5151438 0             .4499 13.91813282894972
"0099"   99 2014           . 0  .787878787878787 15.77161428047984
"0133"  133 2008  -1.6248006 0             .9762 4.669520262382567
"0133"  133 2009  -1.6590432 0             .9636 6.111111111111111
"0133"  133 2010   -1.540189 0             .8936             5.875
"0220"  220 2008  -.14341263 0             .9388 17.48275862068966
"0220"  220 2009   .06064415 0              .943 16.94098583033848
"0220"  220 2010  -.05365873 0              .946 17.85714285714286
"0220"  220 2011  -.17019263 0 .9429657794676806 16.94285714285714
"0220"  220 2012  -.26663002 0 .9616858237547893 19.11475409836066
"0220"  220 2013   -.4356079 0  .953398058252427 19.11990310859911
"0220"  220 2014   -.0855845 0  .970414201183431 16.72463768115942
"0388"  388 2008    1.983332 0             .5887              15.8
"0388"  388 2009    1.226052 0             .5309              16.9
"0388"  388 2010    1.291297 0              .513 16.02708803611738
"0388"  388 2011   1.4680727 0 .5363636363636364 15.72614107883817
"0388"  388 2012    1.294143 0 .4792332268370607 17.73612275890206
"0388"  388 2013   1.5430882 0  .406153846153846 16.88311688311688
"0388"  388 2014   1.4119254 0  .420062695924764 15.37349397590361
"0408"  408 2008   -.0554094 0             .8182  15.3999384002464
"0408"  408 2009   -.6677358 0             .8297 15.23076923076923
"0408"  408 2010    -.614293 1              .894 16.64164003576455
"0408"  408 2011  -.12745528 1 .8078291814946619 15.38512854295745
"0408"  408 2012   -.3210423 1 .7472118959107806 16.40909090909091
"0408"  408 2013   -.3079501 1  .678200692041522 16.60313426514189
"0408"  408 2014   .03971804 1  .631399317406143             15.28
"0418"  418 2008           . 0              .911 18.10237843714424
"0418"  418 2009           . 0             .9252 17.65306122448979
"0418"  418 2010           . 0             .9063 15.07362074264951
"0418"  418 2011           . 0 .8242811501597445 15.01063797386844
"0418"  418 2012           . 0 .9623824451410659  18.1560807483998
"0418"  418 2013           . 0  .968253968253968 17.08641975308642
"0418"  418 2014           . 0  .957095709570957             16.75
"0520"  520 2008  -.21674873 0             .8899 18.38345864661654
"0520"  520 2009   -.2236016 0              .919 17.09401709401709
"0520"  520 2010   -.3934371 0             .9178 17.57009345794393
"0520"  520 2011 -.027734837 0 .9789719626168224 18.21774963267472
"0520"  520 2012    .0526841 0 .9387308533916849  19.5609389250684
"0520"  520 2013    .4636704 0  .958057395143487 17.28571428571429
"0520"  520 2014    .1995515 0  .953947368421052 16.26666666666667
"0540"  540 2008   -.3927552 0             .8357 14.71038199919975
"0540"  540 2009   -.8347302 0             .6894 13.90243902439024
"0540"  540 2010   -.4500668 0             .9133 11.03316295395851
"0540"  540 2011   -.4408625 0 .9548022598870056  12.9506935190225
"0540"  540 2012   -.8938029 0 .9470588235294117 14.55251030802813
"0540"  540 2013  -.59305257 0  .945454545454545 12.57142857142857
"0540"  540 2014   -.2436695 0  .939759036144578 12.83870967741935
"0650"  650 2008   1.1619686 0             .9491 14.97955559025304
"0650"  650 2009    1.638209 0             .9625 17.17073170731707
"0650"  650 2010   2.0841134 0             .9574  14.7764705882353
"0650"  650 2011   1.8527088 0 .9658385093167702 16.65874513531701
"0650"  650 2012  -.06473185 0 .9606060606060606 21.04494225685265
"0650"  650 2013   -.3008579 0  .926174496644295 17.09669012249153
"0650"  650 2014  -.14663288 0  .889655172413793 16.35897435897436
"0964"  964 2008    .9126262 0             .4751 16.39130434782609
"0964"  964 2009     .828108 0             .4658 16.29520042024464
"0964"  964 2010    .9515189 0             .4767  16.7109634551495
"0964"  964 2011    .6988001 0 .4468546637744035 16.69600452730609
"0964"  964 2012   1.0979724 0 .5088495575221239 19.01626419832394
"0964"  964 2013    .9884859 0  .483221476510067 19.74955277280859
"0964"  964 2014   1.3947327 0  .491916859122401                18
"1056" 1056 2008     2.46735 0              .096 18.99988823595155
"1056" 1056 2009   2.1924882 0             .0967 17.42105263157895
"1056" 1056 2010   2.0557983 0             .1009 16.68421052631579
"1056" 1056 2011    1.966675 0 .0757097791798107 15.87579817202955
"1056" 1056 2012   2.2263112 0 .0909090909090909 18.23107168983175
"1056" 1056 2013   2.0608115 0  .077639751552795 18.14084507042254
"1056" 1056 2014   1.9185263 0 .0822368421052631 15.29559748427673
"1076" 1076 2008    .0912626 0             .7795 13.51779969490553
"1076" 1076 2009    .7144097 0             .7179 15.10769629213968
"1076" 1076 2010    .6400553 0             .6118 15.76068376068376
"1076" 1076 2011    .6703087 0 .5131578947368422            15.375
"1076" 1076 2012    .9891478 0 .5076586433260394 19.18446601941747
"1076" 1076 2013      .97572 0  .465665236051502 18.34795321637427
"1076" 1076 2014    1.138737 0  .494186046511627 16.56928838951311
"1106" 1106 2008   .20126665 0             .9483 18.84615384615385
"1106" 1106 2009    .3022532 0             .9617 17.92307692307692
"1106" 1106 2010  -.24478404 0             .9455 17.53846153846154
"1106" 1106 2011   .17882915 0 .9498861047835991 17.33697951290264
end

[David Roodman]

Sorry, there is a (repeated) typo in the help file. It should be boottype(), not bootttype().

Anyway, "wild" is the default here, so you don't need that option.
--David

[Philip Gigliotti]

Sorry, there is a (repeated) typo in the help file. It should be boottype(), not bootttype().

Anyway, "wild" is the default here, so you don't need that option.
--David

Hmm, I have 3 dependent variables, Reading Writing and Math. The wild test gives me a z statistic for Reading and Writing and a t statistic for math. In addition. It seems to have significantly shrunk standard errors over cluster robust for Reading and Writing, but increased them over Math.

Any idea whats going on?

[Philip Gigliotti]

Hmm, I have 3 dependent variables, Reading Writing and Math. The wild test gives me a z statistic for Reading and Writing and a t statistic for math. In addition. It seems to have significantly shrunk standard errors over cluster robust for Reading and Writing, but increased them over Math.

Any idea whats going on?

Never mind, Its z when the original spec has bootstrap, t when cluster