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Re: st: User-written commands and vce() support


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: User-written commands and vce() support
Date   Wed, 11 Jun 2008 22:06:08 -0400

At 06:34 PM 6/11/2008, Jeff Pitblado, StataCorp LP wrote:
There is an "undocumented" programmers utility that parses the -vce()- option
for the replication based VCE methods.  The "undocumentation" for this parse
utility is available within Stata:

        . help _vce_parserun
Thanks much. It works! I am not 100% sure why it works, but it works. However, if I am following this right, it appears that if you type something like

oglm y x1 x2, vce(bootstrap)

the code Jeff provided changes the command to

bootstrap: oglm y x1 x2

Which, I suppose, the user could have gone ahead and typed in the first place, but the help for the -bootstrap- command says it is better to use the vce(bootstrap) option if a command supports it.

If anyone else wants to adapt this for their own purposes - Jeff's code includes


        `BY' _vce_parserun oglm, mark(  Exposure                ///
                                        OFFset                  ///
                                        CLuster                 ///
                                        HETero                  ///
                                        SCALE                   ///
                                        eq2) : `0'
I didn't see the -mark- option documented, but when I did -help _eqlist- I found

markopts(opt_name) options taking a varlist that should be marked for the estimation sample

One followup question: If you type

help ml##model_options

It says

vce(vcetype) vcetype may be robust, cluster clustvar, oim, opg, bootstrap, or jackknife

Is this correct? I actually tried hardcoding vce(bootstrap) into my program and it still said bootstrap was an illegal option. If the above is correct, why is the extra code needed?


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: Richard.A.Williams.5@ND.Edu
WWW: http://www.nd.edu/~rwilliam

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