Tuesday, January 03, 2006

st: Bootstrap with Panel Data - Problem Resolved

In a previous post I outlined a problem I was having using the bootstrap procedure with a panel data set. I was getting the error "repeated time values within panel" when I used the cluster() and idcluster() options. It turns out I had previously tsset the data, which somehow messed up the clustering. When I cleared the tsset everything works fine. Sorry to bother everyone.


Tim R. Sass Professor Voice: (850)644-7087 Department of Economics Fax: (850)644-4535 Florida State University E-mail: tsass@coss.fsu.edu Tallahassee, FL 32306-2180 Internet: http://garnet.acns.fsu.edu/~tsass

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