|
1 | | -*! boottest 2.1.0 12 June 2018 |
| 1 | +*! boottest 2.1.1 16 June 2018 |
2 | 2 | *! Copyright (C) 2015-18 David Roodman |
3 | 3 |
|
4 | 4 | * This program is free software: you can redistribute it and/or modify |
@@ -242,7 +242,7 @@ program define _boottest, rclass sortpreserve |
242 | 242 | } |
243 | 243 | local scoreBS = "`boottype'"=="score" |
244 | 244 |
|
245 | | - local FEname = cond(inlist("`cmd'","xtivreg","xtivreg2"), "`e(ivar)'", "`e(absvar)'`e(absvars)'") |
| 245 | + local FEname = cond(inlist("`cmd'","xtreg","xtivreg","xtivreg2"), "`e(ivar)'", "`e(absvar)'`e(absvars)'") |
246 | 246 |
|
247 | 247 | if `"`seed'"'!="" set seed `seed' |
248 | 248 |
|
@@ -379,10 +379,9 @@ program define _boottest, rclass sortpreserve |
379 | 379 | if 0`hascns' mata _boottestC = st_matrix("`C'")[,(st_matrix("`keepC'"),cols(st_matrix("`C'")))]; _boottestC = select(_boottestC,rowsum(_boottestC:!=0)); st_matrix("`C'" , _boottestC) |
380 | 380 |
|
381 | 381 | if `GMM' mata st_matrix("`W'", st_matrix("`W'" )[st_matrix("`keepW'"), st_matrix("`keepW'")]) |
382 | | - |
383 | 382 | if `cons' local Xnames_exog `hold' `Xnames_exog' // add constant term |
384 | 383 | } |
385 | | - |
| 384 | + |
386 | 385 | if `hasclust' { |
387 | 386 | if 0`override' { |
388 | 387 | cap assert !missing(`:subinstr local clustvars " " ",", all') if e(sample), `=cond(c(stata_version)>=12.1, "fast", "")' |
@@ -578,13 +577,12 @@ program define _boottest, rclass sortpreserve |
578 | 577 | } |
579 | 578 |
|
580 | 579 | return local seed = cond("`seed'"!="", "`seed'", "`c(seed)'") |
581 | | - |
| 580 | + |
582 | 581 | mata boottest_stata("`stat'", "`df'", "`df_r'", "`p'", "`padj'", "`cimat'", "`plotmat'", "`peakmat'", `level', `ML', `LIML', 0`fuller', `K', `ar', `null', `scoreBS', "`weighttype'", "`ptype'", /// |
583 | 582 | "`madjust'", `N_h0s', "`Xnames_exog'", "`Xnames_endog'", 0`cons', /// |
584 | 583 | "`Ynames'", "`b'", "`V'", "`W'", "`ZExclnames'", "`hold'", "`scnames'", `hasrobust', "`allclustvars'", `:word count `bootcluster'', `:word count `clustvars'', /// |
585 | 584 | "`FEname'", "`wtname'", "`wtype'", "`C'", "`C0'", `reps', "`repsname'", "`repsFeasname'", `small', "`svmat'", "`dist'", /// |
586 | 585 | `gridmin', `gridmax', `gridpoints', `matsizegb') |
587 | | - |
588 | 586 | _estimates unhold `hold' |
589 | 587 |
|
590 | 588 | local reps = `repsname' // in case reduced to 2^G |
@@ -698,6 +696,7 @@ program define _boottest, rclass sortpreserve |
698 | 696 | end |
699 | 697 |
|
700 | 698 | * Version history |
| 699 | +* 2.1.1 Fixed failure to detect FE variable after xtreg, fe cluster() |
701 | 700 | * 2.1.0 Added matsizegb feature. |
702 | 701 | * Fixed 2.0.6 failure to subtract 1 from Mammen, Webb weights in WRE non-AR |
703 | 702 | * Fixed failure in subcluster bootstrsap to sort data by error clusterings before bootstrap clustering |
|
0 commit comments