[Limdep Nlogit List] Error in bootstrapping coefficients inPoisson Panel Model

[Eaton, Derek]

Bill,

Thanks for the quick reply. I think I understand the error: the
bootstrapping command in 8.0 must not be taking account of adjusting the
time periods (as a result of the draw) in the panel (and its
estimation). This occurred to me after I posted my message. Very nice to
know that's in version 9.0. I'll have to see if I can get our institute
to upgrade. Writing a procedure to do this "manually" seems like a lot
of work.

Regards,
Derek

-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of William
Greene
Sent: vrijdag 25 juli 2008 3:29
To: Limdep and Nlogit Mailing List
Subject: Re: [Limdep Nlogit List] Error in bootstrapping coefficients
inPoisson Panel Model

Derek. Version 8.0 did not have the capability to do this kind of
bootstrapping with panel data. That was new with 9.0. I believe this
will explain the diagnostic.
Regards,
Bill Greene

----- Original Message -----
From: "Derek Eaton" <Derek.Eaton at wur.nl>
To: limdep at limdep.itls.usyd.edu.au
Sent: Thursday, July 24, 2008 9:31:35 AM (GMT-0500) America/Bogota
Subject: [Limdep Nlogit List] Error in bootstrapping coefficients in
Poisson Panel Model

Hello all,

In trying to bootstrap the coefficient estimates in an unconditional
2-way Fixed Effects Poisson Model (with unbalanced panel), LIMDEP stops
after the first repetition with the following error messages and I
cannot figure out why:

Error   352: Model with Panel. Sum of T(i) not equal to full sample size
Error   498: Skipping  99 repetitions after error flag set.

A single run of the basic model works before I try bootstrapping. But
after trying bootstrapping and receiving the error message, any future
attempt to do a single run of the basic model also yields the above
error.

My commands are modelled on the example in the manual:

CALC		; vars = Col(xf) $
MATRIX	; bb = Init(vars,1,0.0)$
PROC		
 POISSON	; LHS = EXPORT  ; RHS = xf
		; Fem ; Pds=ni $
 MATRIX	; bb = b $
ENDPROC
EXEC		; Bootstrap=bb ; N=100 $

One last note: I am still working with Version 8.0 Any advice would be
very much appreciated.

Regards
-+-+-+-+-+-+-+-+-+ 
Derek Eaton
Researcher, International Trade & Development Agricultural Economics
Research Institute (LEI) part of Wageningen University & Research Centre
P.O. Box 29703, The Hague, 2502LS, The Netherlands (derek.eaton AT
wur.nl)


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--
Professor William Greene
Department of Economics
Stern School of Business
New York University
44 West 4th St., Rm. 7-78
New York, NY   10012
http://www.stern.nyu.edu/~wgreene
212.998.0876

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