Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: RE: clustering option after ivprobit


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: clustering option after ivprobit
Date   Tue, 2 Sep 2008 16:23:18 +0100

Yes, and sorry: 

You are correct in that -vce(cluster <clustervar>)- is one allowed
syntax. 
So your second example on the face of it should work. Your first doesn't
satisfy. 

I can't explain why not. I hope somebody else can help further. 

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

Choudry T Shehzad

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);

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. 
>
> 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?

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index