I want to do a regression with bootstrap standard error. I have used the following command.
bootstrap, cluster(id) idcluster(mylcid) group(id) rep(1000) seed (12345): reghdfe Y X_variables [pweight = multiplier], absorb(year id) cluster(id)
I'm getting an error "weights not allowed." How I can incorporate the weights while doing regression with Bootstrap?
bootstrap, cluster(id) idcluster(mylcid) group(id) rep(1000) seed (12345): reghdfe Y X_variables [pweight = multiplier], absorb(year id) cluster(id)
I'm getting an error "weights not allowed." How I can incorporate the weights while doing regression with Bootstrap?
