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Re: st: RE: clustering option after ivprobit


From   Partha Deb <partha.deb@hunter.cuny.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: clustering option after ivprobit
Date   Tue, 02 Sep 2008 11:31:51 -0400

Shehzad,

Nick was correct the first time. -vce(cluster <clustervar>)- is not an allowed option along with -twostep- . It would work if you did not specify -twostep- ,i.e., the -mle- option.

Best.

Partha


Nick Cox wrote:

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?
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--
Partha Deb
Department of Economics
Hunter College
ph:  (212) 772-5435
fax: (212) 772-5398
http://urban.hunter.cuny.edu/~deb/

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