Re: EqBootstrap (bootstrap standard errors)
Posted: Tue Mar 16, 2021 1:42 pm
You would have to ask the author of the add-in.
Hello all,
I have an issue using the EqBootstrap Add-in, and maybe you can help me overcome it.
I am working with panel data, and my model involves al linear equation, where the variables are in dlog and log form, and also fixed effects.
After estimating the equation, when I try tu run the bootstrap add-in I get the following message: "Matrix size mismatch". I have tried both with balanced and unbalanced panel data, and it pops the same error message.
For the exact same equation, but with simple time series data, the bootstrap add-in works just fine; so there seems to be a problem with the panel data.
Much obliged for any guidance you can give me on this!