'Memory efficient cluster bootstrap
I have a very large dataset (10m observations but reduced to 14 essential variables), and am following the following thread: Cluster bootstrapped standard errors in R for plm functions
My codes after loading libraries are:
fe_pois <- fepois(totalcountdeals ~ logdist + inst_dist_std + whited_wu_std:findev_std | iso_o_code + sic2, vcov=~pair, data = cbma, nthreads = 2)
boot_feols <- boottest(fe_pois, clustid = "pair", param = "logdist", B = 199, nthreads = 2)
However, this fails with large enough memory. Any other solutions. I need to bootstrap standard errors because one of my regressors is an estimate.
I have also tried filtering the data, and run the above on a sub-sample, just for a try. New error there is;
Error in if (!is.numeric(lower) || !is.numeric(upper) || lower >= upper) stop("lower < upper is not fulfilled") :
missing value where TRUE/FALSE needed
Sources
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