I'm trying to use ppmlhdfe clustering on month of birth. Because I only have 12 groups, I want to use wild boostrapping for my inference, but upon running
boottest treat, boottype(wild)
I get the message:
boottype(wild) not accepted after GMM or Maximum Likelihood-based estimation.
Do you know if that's an issue with ppmlhdfe per se or perhaps with boottest?
Dear Sergio,
Thanks for this package, it's a real time saver.
I'm trying to use ppmlhdfe clustering on month of birth. Because I only have 12 groups, I want to use wild boostrapping for my inference, but upon running
boottest treat, boottype(wild)I get the message:boottype(wild) not accepted after GMM or Maximum Likelihood-based estimation.Do you know if that's an issue with ppmlhdfe per se or perhaps with boottest?
Thank you in advance!