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st: jackknife and pweights


From   <SABRINA.DIADDARIO@bancaditalia.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: jackknife and pweights
Date   Wed, 7 Mar 2007 13:24:51 +0100

Hi all, 

I am using the jackknife method to compute the SE of this biprobit:

biprobit  (y1= x2 y1 y2 u1) (y2 = x2 z2) [pweight=weight], robust
cluster(clusty).

But, writing:

biprobit  (y1=x1 x2 y2 u2) (y2 = x2 z2) [pweight=weight], vce(jackknife)
robust cluster(clusty)

gives the error-message: 
(running biprobit on estimation sample)
varlist not allowed
an error occurred when jackknife executed biprobit
r(101);

which disappears only if I eliminate [pweight=weight]: that is, I do get
results for:
biprobit  (y1=x1 x2 y2 u2) (y2 = x2 z2), vce(jackknife) robust
cluster(clusty)

doe sit mean that I cannot use pweights or is there a way to put them
somewhere else in the command? 
If not, can I do this time of estimation with some other command (e.g.,
bootstrap) supporting  the cluster, robust and pweight options?

Thanks a lot, 

Sabrina

Sabrina Di Addario 
Economic Research Unit - BANK OF ITALY - Sede di Roma - 
Via XX Settembre, 97/e  00187 Rome (Italy) 
( (+39) 06 47 92 34 58 Fax +39 06 47 92 53 51
* E-mail: sabrina.diaddario@bancaditalia.it 


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