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

From   Richard Williams <>
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
HOME: (574)289-5227
EMAIL: Richard.A.Williams.5@ND.Edu

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