Statalist


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

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   Wed, 03 Sep 2008 12:19:52 +0200

Brian P. Poi wrote:
> On Tue, 2 Sep 2008, Choudry T Shehzad wrote:
>
>> 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
>
>
> The cluster-robust sandwich VCE is only allowed with the maximum
> likelihood estimator of -ivprobit-.
>
> You can obtain a bootstrap VCE that resamples clusters with the
> two-step estimator by typing
>
>    . ivprobit ... , twostep vce(bootstrap, cluster(country))
>
>
>   -- Brian Poi
>   -- bpoi@stata.com
>
>
> *
> *   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/
Dear Statalisters:

I tried this solution but still stata has got some weird outcome. It
works fine when I estimate

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

But when I ask for bootstrapping the cluster-robust vce

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

It repeatedly gives

repeated time values within panel
the most likely cause for this error is misspecifying the cluster(),
idcluster(), or group() option
r(451);

I have checked from one earlier response of Nick Cox on "repeated time
values within panel" and used "isid id time" but no inconsistency or
error message was reported and cluster option already  works fine and is
not misspecified.

Is it some kind of a bug or I am making some mistake?

Best regards,

Shehzad





*
*   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