Help Bootstrap

[redline zhang]

Dear Stata-Community,

I want to bootstrap some of my FGLS regressions.

My FGLS regression code is

"xtset id year, yearly

set matsize 2000

xtgls wreturn wpercorr wretiree yd*, panels(hetero) corr(psar1) force"

This FGLS regression works well and I got my regression results.


When I try to bootstrap the FGLS regression, I use the following code:

"program fgls, eclass
quietly {
xtgls wreturn wpercorr wretiree yd*, panels(hetero) corr(psar1) force
}
end

bootstrap fgls _b, reps(1000) noesample cluster(stateid)"

However, Stata gave me the following error.
insufficient observations to compute bootstrap standard errors no results will be saved Could anyone tell me what is going on? How can I fix my errors? Thanks and best regards, Redline

[Steve Samuels]

Post in the General forum. This one is for practice posts.