Young Women years of age in The Stata command bootstrap will allow you to estimate the standard errors using the bootstrap method. Stata simply goes through the dirs listed by -adopath- and grabs the first copy it finds. Thus if in stead of running T cross-sectional regressions, you could run N time series regressions by specifying the firm identifier as the byfm variable. From error occurred while loading cluster2. Below is what I get when typing adopath.
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I’m running a regression in Stata for which I would like to use cluster2 http: This question comes up frequently in time series panel data i. Your email address will not be published. As specified, the bootstrapped samples will cljster2 drawn a single observation at a time.
Statalist – Cluster2
No specific comment is possible on the “other Stata packages” you imply to have the same problem except that it may well arise for the same reason.
It’s quite likely that this program has been superseded by some different program. For example, to run a logit with clustered standard errors you would use the command: I stafa resolved the problem!
It looks like I did not download the file correctly To account for the correlation within cluster dtata is necessary to draw clusters with replacement oppose observations with replacement. If the option is not specified, it uses the time variable as set by the tsset comment as the by variable.
The program will accept the Stata in and if commands, if you want to do the regression for only certain observations. The R language has become a de facto standard among statisticians for the development of statistical software, and is widely used for statistical software development and data analysis.
You can specify any lag length up to T-1, where T is the number of years per firm. In reply to this post by Martin Weiss What goes wrong here? If the option is not specified, it uses the time variable as set by the tsset comment as the by variable. Leave a Reply Cancel reply Your email address will not be published.
A more elegant way to do this is to use the xi command as recommended by Prof Nandy. Stack Overflow stta Teams is a private, secure spot for you and your coworkers to find and share information. If you wanted to cluster by industry and year, you would need to create a variable which had a unique value for each industry-year pair.
Two-way clustering in Stata
Cluster2 Well, I right-clicked the link and saved the file to my “personal” folder along Stata’s adopath. To include both year and firm dummies, the command is: A full description is in the help file. Its source code is freely available under the GNU General Public License, and pre-compiled binary versions atata provided for various operating systems.
What exactly did you type? In reply to this post by Martin Weiss-5 I did not see a “personal” folder.
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To account for the correlation within cluster it is necessary to draw clusters with replacement oppose observations with replacement. For example, to run a logit with clustered standard errors you would use the command:.
Also, to run wild bootstraps you can use the boottest Stata package  that David Roodman and coauthors have recently published. I have used both the SAS and Stata code to verify that the results produced by both sets of instructions SAS and Stata are the same based on a test data set.
I have also posted a test data set in text and in stata format along with the standard errors estimated by several different methods using this data.
R uses a command line interface, however several graphical user interfaces are available for use with R. This tells Stata the name of the firm identifier and the time variable.