![]() As I understand the "ereturn" function, it requires a vector of parameters and a variance-covariance matrix as input, and then calculates the standard errors, t-statistics, and 95% CIs itself. However, I cannot use the usual function "ereturn", because my program creates t-statistics and confidence intervals based on bootstrapping the t-statistic. ![]() The problem is that I want to create a nice-looking regression table to output for the user, similar to what standard Stata regressions report. For the curious, this is built off the "cluster bootstrap-t with asymptotic refinement" procedure described in Cameron, Gelbach, and Miller (2008): "Bootstrap-Based Improvements for Inference with Clustered Errors." ![]() The goal of the program is to use t-tests and to create CIs that are robust to cluster correlation, even for small numbers of clusters. I have written a program in Stata to perform a cluster bootstrap-t procedure for estimating t-statistics and parameter confidence intervals.
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