WebData: MS-Excel spreadsheet listing accounting restatements collected by the General Accounting Office (GAO). The sheet lists the dates of the restatement announcements … WebMar 1, 2024 · Models 1,2, 3 and 5 are run in STATA 15 using the robust option. Models 4 and 6 are run with the multi-way clustering option (using the cgmwildboot command in Stata) developed by Cameron et al. (2008). The number of replications allowed for bootstrapping is 1000 and a seed value of 999 is used for models 4 and 6.
EconPapers: CLUSTSE: Stata module to estimate the statistical ...
WebFeb 1, 2024 · 1. Introduction. Institutions matter. From the seminal work of North, 1981, North, 1990, North, 1991, the role of institutions in affecting behaviors in society has been widely recognized.Institutions influence economic performance through various mechanisms. 1 The institutional framework affects investment and growth (Mauro, 1995), … Web1. The fwildclusterboot R package implements a wild cluster bootstrap and allows for multiple fixed effects. The package is a port of the boottest package in Stata. … cleveland to charleston sc miles
cgmreg and cgmwildboot - Statalist
WebMar 14, 2024 · The wild bootstrap was originally developed for regression models with heteroskedasticity of unknown form. Over the past 30 years, it has been extended to models estimated by instrumental variables and maximum likelihood and to ones where the error terms are (perhaps multiway) clustered. WebAug 12, 2024 · I am able to successfully run the clustse command to run a regression with clustering using the wild bootstrap method (clustse can be used after installing the … WebDec 21, 2016 · Since wild cluster bootstrapping relies on being able to calculate the residuals from a regression, this way out seems closed off to us. Our solution has been pragmatic. For PSM, we’ve typically used some form of bootstrapping (which simulates resamples using the original data) to estimate our standard errors anyway. cleveland to charleston sc direct flights