Saturday, June 26, 2021

Bootstrapping panel data using avy prefix

This Stata webpage nicely describes how to use bootstrap for panel data. However, it is unclear how one can use the svy bootstrap to obtain the distribution of interest when a panel data is used because the svy bootstrap does not allow the cluster or idcluster options to force Stata to select the sample from observations not person-waves. The problem becomes even worse when the mlogit model are used because xtmlogit is not supported by svy prefix. Any ideas?
Thanks,
NM

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