Hi everyone,
I am estimating an instrumental variable model with time fixed effects and region fixed effects and I want to estimate the standard errors clustering at the regional level but I have too few regions (less than 30). Therefore, I believe I need to use wild cluster bootstrap but the command boottest yields the following error:
Doesn't work after ivreghdfe with more than one set of absorbed fixed effects or with absorbed interaction terms.
r(198);
Do you know what can I do about it?
Thanks
Related Posts with Wild cluster bootstrap problem
Leads and lags in a DID: "time variable not set" errorHi everyone, I am trying to run a DID where I have an interaction variable that I would like to see…
Average by sub-group for panel dataHi, I have panel data for companies for the period 2001-2019. I would like to the average level of …
How to estimates multiple-fixed effects in panel data with severe million observations?Hello, Statalisters! I have a panel data set and I want to estimates, at first separately, by fixed…
Survival analysis with withdrawn patientsIn STATA, for those participants who were withdrawn from the study, do we treat these participants a…
Generating a new var using loopsHi there, My dataset includes pair variables with the same suffix. For example, as shown in the belo…
Subscribe to:
Post Comments (Atom)
0 Response to Wild cluster bootstrap problem
Post a Comment