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st: GLM


From   Wolfgang Mayer <[email protected]>
To   [email protected]
Subject   st: GLM
Date   Sat, 17 Jan 2004 11:20:01 +0100 (CET)

I'm using Stata 8.0 and I'm trying to estimate a
cross-section Probit model over several countries.

I've encountered some problems 
using the command 'glm' with the 
options family(binomial) link(probit) nwest(nw).

I get an error message saying 'insufficient
observations'.

The command works fine with  

    glm ... , family(binomial) link(probit) nwest()

which gives the var-cov matrix using the OIM. 
However, I'd prefer the Newey-West correction.

The other way to estimate the model using the 'binreg'
command doesn't use all available observations. 
What's going wrong?

Any hints are highly appreciated.

 -Wolfgang

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