We construct 95% confidence bands using the bootstrap, with 250 replications. In each replication, and independently for rural and urban areas, we first resample clusters separately from each NFHS round. We then reestimate all the difference-in-differences at each replication and calculate the value of the lower and upper bands for each point on a grid as the 2.5 and 97.5 percentiles from the bootstrap distribution.
Here difference in difference stands for difference between cdf's of male and female between two period.
I want to do the similar thing but do not know how to proceed. Any help would appreciable.