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st: RE: clustering option after ivprobit


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: clustering option after ivprobit
Date   Tue, 2 Sep 2008 15:45:36 +0100

Typically options belong together after a single comma, for example: 

ivprobit dependent x y l.z  (zz = mz pz), vce(cluster) twostep first

There are exceptions to that rule but they don't make your syntax legal.


Beyond that you just have to read the help! For example, for -ivprobit-
the allowable syntax is just to specify a vcetype; nothing is said there
about a cluster variable. 

Nick 
n.j.cox@durham.ac.uk 

Choudry T Shehzad


In stata help pages vce(cluster, clustervariable) and vce (bootstrap)
has been mentioned as options but when I try to run it says

 ivprobit dependent x y l.z  (zz = mz pz), vce(cluster, country),
twostep, first
invalid 'twostep'
r(198);

. ivprobit dependent x y l.z  (zz = mz pz), vce(cluster, country), first
invalid 'first'
r(198);

. ivprobit dependent x y l.z  (zz = mz pz), vce(cluster, country)
option country not allowed
r(198);

. ivprobit dependent x y l.z  (zz = mz pz), vce(boot)
time-series operators are not allowed with bootstrap without panels, see
tsset
r(198);

Only option it accepts is vce(robust). While I want to bootstrap
standard errors on clusters. I understand that ivprobit is not for panel
then why this option has been given after ivprobit. can anybody help?


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