Wild bootstrap with ML

[Damien Kim]

Dear users, I need to estimate a maximum likelihood model with wild bootstrap as I have few cluster issue. I wonder if I can get any advice on how to implement the wild boostrap. To be specific, I did the following to use boottest and failed.

ml model lf ML_eut_mu (CRRA: choice p0b p1b pay0b pay1b = post trt postxtrt ///
) (mu: = )
ml max, diff iterate(100)
boottest postxtrt

Thank you!

[Joro Kolev]

You could improve your chances of getting a useful answer by showing exactly what you typed at Stata, and exactly what Stata returned as an error message.