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Re: st: jackknife and pweights
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
> 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
> 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
> 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)
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