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Re: st: RE: clustering option after ivprobit


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: clustering option after ivprobit
Date   Wed, 3 Sep 2008 08:05:46 -0400

Choudry T Shehzad <C.T.Shehzad@rug.nl> :
When you resample clusters, you can no longer use lag operators since
-tsset- would return an error with multiple instances of each time
period with the same cluster id.  You could write your own program to
bootstrap that handles redoing the -tsset- with a new id, or simply
generate the lag before doing the bootstrap: try

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

On Wed, Sep 3, 2008 at 6:19 AM, Choudry T Shehzad <C.T.Shehzad@rug.nl> wrote:
> 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
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