Dear Statalist Community,

I am analysing panel data with Stata 17. I am running two xtlogit regressions and trying to use the boottest command and I get two different error messages for both regressions. (Without clustered SEs, I still get the error messages.) Note that with the same dataset and xtgls regressions, the boottest command with clustered SEs works.

Case 1:
Code:
xtset group phase

xtlogit num price max trend fin i.phase

boottest price, cluster(group)
The xtlogit command shows an output, but the boottest command shows:

Could not generate scores from xtlogit with predict.

r(198);

Case 2:
Code:
xtset sub phase

xtlogit rob profit price max trend fin i.phase

boottest, cluster(group)
Again, the xtlogit command shows an output, but the boottest command shows:

Overriding estimator's cluster/robust settings with cluster(group)

(h0(1) assumed)

Constraint 1 not found and will be skipped.

r(111);

I am a bit confused about these problems with xtlogit and boottest, and what I have read until now has not helped me. I would really appreciate if anybody understands a bit more about the error messages and can explain to me what is going on, and/or can recommend a way to solve it.

Thanks a lot and best regards!
Andia