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st: BOOTSTRAP and pweights
I am trying to use bootstrap now (rather than jackknife) to do the same
biprobit (y1= x2 y1 y2 u1) (y2 = x2 z2) [pweight=weight], robust
I tried several specifications - none of which worked:
1) biprobit (y1=x1 x2 y2 u2) (y2 = x2 z2), ///
vce(bootstrap [pweight=weight]) cluster(clusty)
2) biprobit (y1=x1 x2 y2 u2) (y2 = x2 z2) [pweight=weight], ///
3) bootstrap, reps(100) seed(1): biprobit (y1=x1 x2 y2 u2) (y2 = x2 z2)
[pweight=weight],/// robust cluster(slnew)
Is there a similar problem as in jakknife in bootstrap too or there is
another way of writing the syntax? Or, more simply, bootstrap does not
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: firstname.lastname@example.org
[mailto:email@example.com] On Behalf Of Jeff
Sent: Wednesday, March 07, 2007 6:14 PM
Subject: Re: st: jackknife and pweights
Sabrina Di Addario <SABRINA.DIADDARIO@bancaditalia.it> is using
-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],
> 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
> 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
> 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)
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