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From |
"feldman" <feldman@primal.ucdavis.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Why option "robust" and "cluster" doesn't work? |

Date |
Wed, 24 Oct 2007 07:41:18 -0700 |

But if you use xtreg, fe the vce() option doesn´t allow cluster so that still doesn´t answer why cluster after xtreg, fe was allowed in Stata 9 but not in Stata 10. Alejandro ----- Original Message Follows ----- From: "E. Paul Wileyto" <epw@mail.med.upenn.edu> To: statalist@hsphsun2.harvard.edu Subject: Re: st: Why option "robust" and "cluster" doesn't work? Date: Tue, 23 Oct 2007 13:40:51 -0400 > Try using the more general vce option. I got surprised by > this earlier as well, and found that while cluster() > still works for many of the routines, vce will often work > when cluster will not. > > I can see why the Stata Gods have deemed this good. It > subsumes clustering, bootstrapping, jackknife, and all > manner of methods under one option. > > Paul > > feldman wrote: > > But why was the cluster option available in Stata 9 and > > is not in Stata 10? > > > > ----- Original Message Follows ----- > > From: "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> > > To: <statalist@hsphsun2.harvard.edu> > > Subject: RE: st: Why option "robust" and "cluster" > > doesn't work? > > Date: Sun, 21 Oct 2007 21:10:39 +0100 > > > > > >> Ngoc Anh Vo Thi, > >> > >> > >>> -----Original Message----- > >>> From: owner-statalist@hsphsun2.harvard.edu > >>> [mailto:owner-statalist@hsphsun2.harvard.edu] On > Behalf >>> Of Maarten buis > >>> Sent: 21 October 2007 10:49 > >>> To: statalist@hsphsun2.harvard.edu > >>> Subject: Re: st: Why option "robust" and "cluster" > >>> doesn't work? > >>> --- Ngoc Anh Vo Thi <vtnanh@yahoo.com> wrote: > >>> > >>>> I'm estimating a panel data model with xtreg, fe > using >>>> > >>> Stata 8.2, and > >>> > >>>> want to obtain robust standard errors and test stat. > >>>> > >>> However, when I > >>> > >>>> add the "robust"/ "cluster" option after fe, it > >>>> > >>> doesn't work. It was > >>> > >>>> said "Option robust not allowed". I'm wondering > >>>> > >>> whether there's a bug > >>> > >>>> with my version of Stata. > >>>> > >>> There isn't a bug in your version of Stata, that > option >>> is not allowed. If you type -help xtreg- you > will find >>> a list of legal options, and -robust- isn't > in that >>> > >> list, nor is it in Stata 10. > >> > >> It's available in Stata 9, but that doesn't help > someone >> who has only Stata 8.2 available. > >> > >> -xtivreg2- will do you what you want, though - it > requires >> only Stata 8.2. You'll also need to install > -ivreg28-, >> which, as the "8" suggests, also runs in > Stata 8.2. Just >> -findit xtivreg2- and -findit ivreg28- > from within Stata, >> and follow the links to install. > >> > >> But - note that Stock and Watson (2006), in an NBER > >> technical working paper > >> > >> http://www.nber.org/papers/t0323 > >> > >> show that the heteroskedasticity-robust covariance > >> estimator is not consistent with fixed effects. The > >> cluster-robust estimator is OK, though. > >> > >> HTH. > >> > >> Cheers, > >> Mark > >> > >> Prof. Mark Schaffer > >> Director, CERT > >> Department of Economics > >> School of Management & Languages > >> Heriot-Watt University, Edinburgh EH14 4AS > >> tel +44-131-451-3494 / fax +44-131-451-3296 > >> email: m.e.schaffer@hw.ac.uk > >> web: http://www.sml.hw.ac.uk/ecomes > >> > >> > >> > >>> Hope this helps, > >>> Maarten > >>> > >>> ----------------------------------------- > >>> Maarten L. Buis > >>> Department of Social Research Methodology Vrije > >>> Universiteit Amsterdam Boelelaan 1081 > >>> 1081 HV Amsterdam > >>> The Netherlands > >>> > >>> visiting address: > >>> Buitenveldertselaan 3 (Metropolitan), room Z434 > >>> > >>> +31 20 5986715 > >>> > >>> http://home.fsw.vu.nl/m.buis/ > >>> ----------------------------------------- > >>> > >>> > >>> > >>> > >> > __________________________________________________________ > >> >>> _ Want ideas for reducing your carbon > footprint? Visit >>> Yahoo! For Good > >>> > http://uk.promotions.yahoo.com/forgood/environment.html > >>> * * For searches and help try: >>> * > http://www.stata.com/support/faqs/res/findit.html >>> * > http://www.stata.com/support/statalist/faq >>> * > http://www.ats.ucla.edu/stat/stata/ >>> > >>> > >> * > >> * For searches and help try: > >> * http://www.stata.com/support/faqs/res/findit.html > >> * http://www.stata.com/support/statalist/faq > >> * http://www.ats.ucla.edu/stat/stata/ > >> > > * > > * For searches and help try: > > * http://www.stata.com/support/faqs/res/findit.html > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > > > > -- > E. Paul Wileyto, Ph.D. > Assistant Professor of Biostatistics > Tobacco Use Research Center > School of Medicine, U. of Pennsylvania > 3535 Market Street, Suite 4100 > Philadelphia, PA 19104-3309 > > 215-746-7147 > Fax: 215-746-7140 > epw@mail.med.upenn.edu > http://mail.med.upenn.edu/~epw/ > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Why option "robust" and "cluster" doesn't work?***From:*"Thomas Jacobs" <thomasjacobs@gmail.com>

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