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  • Mixed Bootstrapping Autoregressive Component

    Hi Folks,

    I have a multilevel analysis whereby I would like to bootstrap standard errors. My data is panel data. I am using -mixed- with Stata 15. However, I get the error

    option residuals() not allowed
    an error occurred when bootstrap executed mixed

    The bootstrap works fine for data that is not panel. Let me give two examples using data from the -mixed- help file.

    Code:
    webuse ovary
    bootstrap: mixed follicles sin1 cos1 || mare: sin1, residuals(independent)
    Code:
    webuse childweight
    bootstrap: mixed weight age || id:age, residuals(independent)
    Is the problem unbalanced panel data? Is there a work around? Thanks!
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