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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   Wed, 03 Sep 2008 14:42:12 +0200

Thanks Austin:

Yes, lag operator might have been a cause and seems intuitive as well
but  problem still remains the same.  Same error message again with
bootstrap

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

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

The only thing that comes to my mind is that data structure is defined as panel before ivprobit but even in that case why it would produce cluster-robust vce but not cluster-robust bootstrapped vce.

Thanks again,

Shehzad 



Austin Nichols wrote:
> 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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