bootstrapping after xtreg

[ashkan faramarzi]

Hi,
I am using xtreg for a panel-data analysis and after xtreg, I need to do bootstrap. The problem is I am using the xtreg , re but bootstrapping is allowed for fe apparently. Is there a way to bootstrap after random effect model?

bootstrap, reps(50) nodots: cfunk
option re not allowed

[Joro Kolev]

I do not know what is the "cfunk" command that you are trying to bootstrap. And I do not know for what purpose you want to bootstrap.

But bootstrapping after RE is allowed. Here:

. webuse nlswork
(National Longitudinal Survey.  Young Women 14-26 years of age in 1968)

. 
.         . xtset idcode
       panel variable:  idcode (unbalanced)

. xtreg ln_w grade age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure c.tenure#c.tenure 2.race not_smsa
>  south, re vce(bootstrap)
(running xtreg on estimation sample)

Bootstrap replications (50)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
..................................................    50

Random-effects GLS regression                   Number of obs     =     28,091
Group variable: idcode                          Number of groups  =      4,697

R-sq:                                           Obs per group:
     within  = 0.1715                                         min =          1
     between = 0.4784                                         avg =        6.0
     overall = 0.3708                                         max =         15

                                                Wald chi2(10)     =    7146.08
corr(u_i, X)   = 0 (assumed)                    Prob > chi2       =     0.0000

                                     (Replications based on 4,697 clusters in idcode)
-------------------------------------------------------------------------------------
                    |   Observed   Bootstrap                         Normal-based
            ln_wage |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
--------------------+----------------------------------------------------------------
              grade |   .0646499   .0017815    36.29   0.000     .0611583    .0681415
                age |   .0368059   .0047662     7.72   0.000     .0274644    .0461475
                    |
        c.age#c.age |  -.0007133   .0000792    -9.01   0.000    -.0008685   -.0005581
                    |
            ttl_exp |   .0290208   .0028932    10.03   0.000     .0233503    .0346913
                    |
c.ttl_exp#c.ttl_exp |   .0003049   .0001574     1.94   0.053    -3.54e-06    .0006133
                    |
             tenure |   .0392519   .0023989    16.36   0.000     .0345501    .0439537
                    |
  c.tenure#c.tenure |  -.0020035   .0001546   -12.96   0.000    -.0023065   -.0017005
                    |
               race |
             black  |   -.053053   .0085934    -6.17   0.000    -.0698958   -.0362103
           not_smsa |  -.1308252   .0097356   -13.44   0.000    -.1499066   -.1117437
              south |  -.0868922   .0088961    -9.77   0.000    -.1043281   -.0694562
              _cons |   .2387207   .0634634     3.76   0.000     .1143347    .3631066
--------------------+----------------------------------------------------------------
            sigma_u |  .25790526
            sigma_e |  .29068923
                rho |  .44045273   (fraction of variance due to u_i)
-------------------------------------------------------------------------------------

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