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Re: st: RE: clustering option after ivprobit


From   Choudry T Shehzad <C.T.Shehzad@rug.nl>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: clustering option after ivprobit
Date   Tue, 02 Sep 2008 17:12:18 +0200

Thanks Nick:
 In help file for ivprobit, they do ask for cluster variable but even
without that stata says "vcetype 'cluster' not allowed"
 
ivprobit dependent x y l.z (zz = mz pz), vce(cluster) twostep first
vcetype 'cluster' not allowed
r(198);

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

Best regards,

Shehzad



Nick Cox wrote:
> 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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