. webuse nlswork, clear
(National Longitudinal Survey.  Young Women 14-26 years of age in 1968)

. xtsum hours

Variable         |      Mean   Std. Dev.       Min        Max |    Observations
-----------------+--------------------------------------------+----------------
hours    overall |  36.55956   9.869623          1        168 |     N =   28467
         between |             7.846585          1       83.5 |     n =    4710
         within  |             7.520712  -2.154726   130.0596 | T-bar = 6.04395

. xtreg hours, i(idcode) fe

Fixed-effects (within) regression               Number of obs     =     28,467
Group variable: idcode                          Number of groups  =      4,710

R-sq:                                           Obs per group:
     within  = 0.0000                                         min =          1
     between = 0.0030                                         avg =        6.0
     overall =      .                                         max =         15

                                                F(0,23757)        =       0.00
corr(u_i, Xb)  =      .                         Prob > F          =          .

------------------------------------------------------------------------------
       hours |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       _cons |   36.55956   .0487928   749.28   0.000     36.46392     36.6552
-------------+----------------------------------------------------------------
     sigma_u |  7.8465853
     sigma_e |  8.2323986
         rho |  .47601892   (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(4709, 23757) = 3.64                 Prob > F = 0.0000

. bootstrap ratio = e(rho), rep(500) seed(123) strata(idcode) saving("rhos.dta", replace): xtreg hours, i(idcode) fe
(running xtreg on estimation sample)
(note: file rhos.dta not found)

Bootstrap replications (500)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500

Bootstrap results

Number of strata   =     4,710                  Number of obs     =     28,467
                                                Replications      =        500

      command:  xtreg hours, i(idcode) fe
        ratio:  e(rho)

------------------------------------------------------------------------------
             |   Observed   Bootstrap                         Normal-based
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       ratio |   .4760189    .005062    94.04   0.000     .4660976    .4859402
------------------------------------------------------------------------------

. use "rhos.dta", clear
(bootstrap: xtreg)

. tw kdensity ratio