Roodman, David Malin; MacKinnon, James G.; Nielsen, … - 2018
may be few clusters, few treated clusters, or weak instruments. The Stata package boottest can perform a wide variety of … postestimation command, boottest works after linear estimation commands including regress, cnsreg, ivregress, ivreg2, areg, and … bootstrap, boottest can also perform the ordinary (non-clustered) version. Wrappers offer classical Wald, score/LM, and Anderson …