Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: jackknife and pweights

From   <>
To   <>
Subject   RE: st: jackknife and pweights
Date   Thu, 8 Mar 2007 16:34:28 +0100

Thanks a lot, Jeff, it works!

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: 


-----Original Message-----
[] On Behalf Of Jeff
Pitblado,StataCorp LP
Sent: Wednesday, March 07, 2007 6:14 PM
Subject: Re: st: jackknife and pweights 

Sabrina Di Addario <> 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],
> 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
> 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
> 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()-
(an undocumented feature).

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

*   For searches and help try:

** Le e-mail provenienti dalla Banca d'Italia sono trasmesse in buona fede e non 
comportano alcun vincolo ne' creano obblighi per la Banca stessa, salvo che cio' non 
sia espressamente previsto da un accordo scritto.
Questa e-mail e' confidenziale. Qualora l'avesse ricevuta per errore, La preghiamo di 
comunicarne via e-mail la ricezione al mittente e di distruggerne il contenuto. La 
informiamo inoltre che l'utilizzo non autorizzato del messaggio o dei suoi allegati 
potrebbe costituire reato. Grazie per la collaborazione.
-- E-mails from the Bank of Italy are sent in good faith but they are neither binding on 
the Bank nor to be understood as creating any obligation on its part except where 
provided for in a written agreement. This e-mail is confidential. If you have received it 
by mistake, please inform the sender by reply e-mail and delete it from your system. 
Please also note that the unauthorized disclosure or use of the message or any 
attachments could be an offence. Thank you for your cooperation. **

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index