Hai all,
so I am performing bootstrap manually with a for loop. Basically what I am dong is to compute residuals from a first stage regression:
and put them in a poisson fixed effects regression:
Now sometimes poisson fixed effects does not converge and an error like the following appears:
which is my case at iteration 168. The code is:
What I would like to do is to ignore the error and keep looping. I wished I could do it with capture but it actually does not work. Is there a way to ignore iteration number 168 and carry on looping? Let's say I have 300 repetitions: the goal is to perform 299 repetitions ignoring the 168 (the one raising the error message)
Thank in advance,
Federico
so I am performing bootstrap manually with a for loop. Basically what I am dong is to compute residuals from a first stage regression:
Code:
capture quietly xtreg y L.major_recalls_norm average_age_prodbyatc3 avg_prd_sq mean_agefirm_byatc mean_agefirm_squared hhi share_expired share_patented i.Year, fe vce(cluster newid) capture predict residuals, e
Code:
capture noisily quietly xtpoisson trials y residuals average_age_prodbyatc3 avg_prd_sq mean_agefirm_byatc mean_agefirm_squared hhi share_expired share_patented i.Year, fe vce(robust)
Code:
cannot compute an improvement -- discontinuous region encountered
Code:
set seed 1234 set matsize 11000 global filedata "DB_atc3.dta" global varx "y residuals average_age_prodbyatc3 avg_prd_sq mean_agefirm_byatc mean_agefirm_squared hhi share_expired share_patented" global resid "residuals" global filename "bootexcel.xlsx" global nrepl 300 local nx=0 set more off foreach var in $varx { local nx=`nx'+1 } global ncol= `nx' +2 mat coeff = J($nrepl ,$ncol,.) set more off forval i=1/$nrepl { use "$filedata", clear rename tot_count trials *bysort idatc3 (Year): gen byte panelsize = _N bsample, cluster(idatc3) idcluster(newid) *** capture xtset newid Year capture quietly xtreg y L.major_recalls_norm average_age_prodbyatc3 avg_prd_sq mean_agefirm_byatc mean_agefirm_squared hhi share_expired share_patented i.Year, fe vce(cluster newid) capture predict residuals, e capture noisily quietly xtpoisson trials y residuals average_age_prodbyatc3 avg_prd_sq mean_agefirm_byatc mean_agefirm_squared hhi share_expired share_patented i.Year, fe vce(robust) *** local conta=0 set more off foreach var in $varx { local conta=`conta'+1 mat coeff[`i',`conta']=_b[`var'] } mat coeff[`i',`conta'+1]=_b[$resid] di as text " Replication # `i'" mat coeff[`i',$ncol]=`i' }
Thank in advance,
Federico
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