我在用xtbond2 做gmm ,想bootstrap coefficient和std err 来进一步测indirect effect 和mediation不知道谁知道gmm 下bootstrap的stata code? 查文献好像都是公式,似乎是用cluster(id)做block bootstrap
但是xtbond2的help文件提示:
“Standard errors can also be "bootstrapped"--but not with the bootstrap command. That command builds temporary data sets by sampling the real one with replacement. And having multiple observations for a given observational unit and time period violates
panel structure. Instead, use jacknife, perhaps with the cluster() option, clustering on the panel identifier variable, in order to drop each observational unit in turn.”
谁知道jacknife cluster()如何与xtabond2连用?
找到了: jacknife cluster(id):xtabond2可以run 但是不知道如何设定次数 ,特别慢,不知道如何保存jacknife 的每次出现estiamte呢?我希望把几个不同xtabond2方程的 jacknife std err 相乘处理不知道用什么命令