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Re: st: xtlogit with cluster


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: xtlogit with cluster
Date   Sun, 12 Oct 2008 12:11:39 +0200

I think that is not true, either. If the -bootstrap- vce for -xtlogit- allowed -cluster-ing, highlighting the -bootstrap- vce in the dialog box should bring up a drop-down for the -cluster- variable, just as it does in, for instance, -db xtreg-. When I


**********
. webuse union, clear
(NLS Women 14-24 in 1968)

. xtlogit union age grade not_smsa south southXt, fe vce(bootstrap, cluster(black))
option cluster() not allowed
r(198);

. xtlogit union age grade not_smsa south southXt, re vce(bootstrap, cluster(black))
option cluster() not allowed
r(198);
************

it does not allow me to cluster, even with the -bootstrap-. Otherwise one could easily circumvent any restriction on the analytic se with the -bootstrap-...

HTH
Martin
_______________________
----- Original Message ----- From: "Steven Samuels" <sjhsamuels@earthlink.net>
To: <statalist@hsphsun2.harvard.edu>
Sent: Sunday, October 12, 2008 5:09 AM
Subject: Re: st: xtlogit with cluster


Good point, Martin. The manual for -xtlogit- does say that the only allowed -vce- options are oim, bootstrap, and jackknife. However, according to the help for vce_options (link to -help bootstrap_options- -help jackknife_options-, Glauco apparently can add the cluster option to the jackknife or bootstrap specification, e.g. "vce(jackknife, cluster(varname))".

-Steve
On Oct 11, 2008, at 6:01 PM, Martin Weiss wrote:

What is the answer to Glauco`s question then? The -help- file you mention says: " Not all the options documented below work with all xt estimation commands". -h xtlogit- certainly does not mention a - cluster- option for the se. It does link to -help vce_option- but only allows some of the choices mentioned there. -cluster- does not seem to be one of them...

HTH
Martin
_______________________
----- Original Message ----- From: "Steven Samuels" <sjhsamuels@earthlink.net>
To: <statalist@hsphsun2.harvard.edu>
Sent: Saturday, October 11, 2008 11:53 PM
Subject: Re: st: xtlogit with cluster


-help xt_vce_options- has the answer. I found this from -help xtlogit-

-Steve


On Oct 11, 2008, at 3:45 PM, Glauco Peres wrote:

Dear STATAlista,

How do I run a xtlogit and add cluster command [vce(cluster)] in order to correct the standard errors?

Thanks a lot,

Glauco



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