Code:
. *Sensitivity check using Bootstrapping . global x Family_Firm_Identifier . global y ROA . . global m Premium1DW . . capture program drop bootm3 . program bootm3, rclass 1. . global controls FirmAge FirmSize Growthopp Indebtedness i.SIC_2 i.Fiscal_Year 2. reg $m $x $controls, vce(cluster GVKEY) 3. matrix path1 = e(b) 4. di path1[1,1] 5. global bx1 path1[1,1] 6. . global controls FirmAge FirmSize Growthopp Indebtedness i.SIC_2 i.Fiscal_Year 7. reg $y $x $m $controls, vce(cluster GVKEY) 8. matrix path2 = e(b) 9. di path2[1,2] 10. global bm1 path2[1,2] 11. . return scalar ciemn1 = $bx1*$bm1 12. . end . bootstrap r(ciemn1), level(95) reps(500) seed(1): bootm3 (running bootm3 on estimation sample) Bootstrap replications (500) ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 50 xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 100 xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 150 xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 200 xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 250 xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 300 xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 350 xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 400 xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 450 xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 500 insufficient observations to compute bootstrap standard errors no results will be saved r(2000);
In this example, I have reduced the replications to 500, normally using 5000. Nevertheless, how comes I get no results at all? As a potentially helpful aside, Premium1DW = Mediator, has very few observations (approx. 100). When I run the same mediation with another mediation, that has 800 obversations, from 5000 replications approx. 2000 observations are successfully drawn. Thank you in advance for any advice / ideas / help.