Bootstrap a panel in Stata -


i want use stata command bootstrap block bootstrap estimation method includes group fixed effects. although user written command, i'll use areg y x, a(id1) in examples below.

more precisely, i'm wondering how compute

  1. simple standard erorrs
  2. standard errors clustered wrt id1 (individual in panel data setup)
  3. standard errors clustered wrt id2 encompasses id1 (class instead of individual in panel data setup)
  4. standard errors clustered wrt id3 not encompass id1 (time instead of individual in panel data setup)

i'm not sure understand options cluster, idcluster, , group , how interact. now, use

  1. simple errors

     bootstrap, areg y x, a(id1)

  2. error clustered wrt id1

     bootstrap, cluster(id1) newcluster(newid1): areg y x, a(newid1)

  3. errors clustered wrt id2 encompasses id1

     bootstrap, cluster(id2) idcluster(newid2) group(id1): areg y x, a(id1)

  4. errors clustered wrt id3 not encompass id1

     bootstrap, cluster(id3): areg y x, a(id1)

is correct?


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