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  • Error computing Bootstrap Standard Errors

    Hello,

    I am encountering an error when trying to compute robust standard errors for the arhomme command. Since arhomme does not support the svyset extension, I am attempting to manually replicate the survey design to obtain the correct standard errors and coefficients. However, when I bootstrap the coefficients, the standard errors and confidence intervals are empty.

    I have attached the code and output below. Any assistance would be appreciated.


    Code:
    * Step 1: Save observed coefficients 
    
    preserve
    quietly xi: arhomme log_avrg_cost i.inc_d i.endentulism i.race i.age_cat i.male i.education i.veteran i.mothered i.wealth i.smoke_now chronicdisease ///
        [pw=new_weight], select(r11dentst = dentalinsurance_w1 endentulism inc_d race age_cat male education veteran mothered wealth smoke_now chronicdisease) ///
        quantiles(0.10, 0.25, 0.50, 0.75, 0.90) taupoints(29) rhopoints(35) meshsize(0.5) frank nostderrors centergrid(-0.20)
    
    matrix beta = e(b)  
    
    * Store sample size
    global N "`e(N)'"
    global Ns "`e(sN)'"
    
    restore
    
    * Step 2: Initialize bootstrap coefficient matrix
    set seed 12345
    global boot_reps = 50
    mat BOOTmatrix = J(1, 119, .)
    
    * Step 3: Run bootstrap
    preserve
    forvalues i = 1/$boot_reps {
        gsample [w=new_weight], strata(raestrat) cluster(raehsamp)
        quietly xi: arhomme log_avrg_cost i.inc_d i.endentulism i.race i.age_cat i.male i.education i.veteran i.mothered i.wealth i.smoke_now chronicdisease ///
            [pw=new_weight], select(r11dentst = dentalinsurance_w1 endentulism inc_d race age_cat male education veteran mothered wealth smoke_now chronicdisease) ///
            quantiles(0.10, 0.25, 0.50, 0.75, 0.90) taupoints(29) rhopoints(35) meshsize(0.5) frank nostderrors centergrid(-0.20)
        mat BOOTmatrix = (e(b) \ BOOTmatrix)
    }
    
     restore
    svmat BOOTmatrix
     bootstrap r(mean), reps(100) seed(1234) nodrop: summarize BOOTmatrix*, detail
    (running summarize on estimation sample)
    
    Bootstrap replications (100): .........10.........20.........30.........40.........50.........60.........70.........80.........90.........100 done
    
    Bootstrap results                                       Number of obs = 12,711
                                                            Replications  =    100
    
          Command: summarize BOOTmatrix*, detail
            _bs_1: r(mean)
    
    ------------------------------------------------------------------------------
                 |   Observed   Bootstrap                         Normal-based
                 | coefficient  std. err.      z    P>|z|     [95% conf. interval]
    -------------+----------------------------------------------------------------
           _bs_1 |  -5.915026          .        .       .            .           .
    ------------------------------------------------------------------------------
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