I want to bootstrap the standard errors with 1000 replications. In my regression specification standard errors are clustered. I'm using " ivreghdfe" command. I tried like this:
ivreghdfe price mpg, absorb (type year) vce(bootstrap, reps(1000) seed(12345) cluster (id))
I got error - option vce() not allowed. Please explain, how can I do this uisng ivreghdfe command ?
ivreghdfe price mpg, absorb (type year) vce(bootstrap, reps(1000) seed(12345) cluster (id))
I got error - option vce() not allowed. Please explain, how can I do this uisng ivreghdfe command ?
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