How to calculate panel bootsrapped standard errors with R? - r

Question

I recently changed from STATA to R and somehow struggles to find some corresponding commands. I would like to get panel bootsrapped standard errors from a Fixed Effect model using the plm library as described here here for STATA users:
My questions concern the approach in general (whether boot is the appropriate library or the library(meboot)
)
How to solve for that particular error using boot:
First get some panel data:
library(plm)
data(EmplUK) # from plm library
test<-function(data, i) coef(plm(wage~emp+sector,data = data[i,],
index=c("firm","year"),model="within"))
Second:
library(boot)
boot<-boot(EmplUK, test, R = 100)
> boot<-boot(EmplUK, test, R = 100)
duplicate couples (time-id)
Error in pdim.default(index[[1]], index[[2]]) :
Called from: top level
Browse[1]>

Answer 1

For some reason , boot will pass an index ( original here) to plm with duplicated values. You should remove all duplicated values and assert that the index is unique before passing it to plm.
test <- function(data,original) {
coef(plm(wage~emp+sector,data = data[unique(original),],
index=c("firm","year"),model="within"))
}
boot(EmplUK, test, R = 100)
## ORDINARY NONPARAMETRIC BOOTSTRAP
## Call:
## boot(data = EmplUK, statistic = test, R = 100)
## Bootstrap Statistics :
## original bias std. error
## t1* -0.1198127 -0.01255009 0.05269375