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Re: st: jackknife and pweights


From   jpitblado@stata.com (Jeff Pitblado, StataCorp LP)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: jackknife and pweights
Date   Wed, 07 Mar 2007 11:13:50 -0600

Sabrina Di Addario <SABRINA.DIADDARIO@bancaditalia.it> is using -pweight-s and
-vce(jackknife)- with the seemingly unrelated bivariate probit model:

> 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?

Sabrina found a parsing error in -jackknife- that is caused by the
multi-equation specification of the SU biprobit syntax.

The fix for this will be available in an upcoming ado-file update.

In the mean time, Sabrina can specify the -pweight-s inside the -vce()- option
(an undocumented feature).

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

--Jeff
jpitblado@stata.com
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