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Res: st: xtlogit with cluster


From   Glauco Peres <glauco_peres@yahoo.com.br>
To   statalist@hsphsun2.harvard.edu
Subject   Res: st: xtlogit with cluster
Date   Sun, 12 Oct 2008 10:47:35 -0700 (PDT)

Thanks anyway, guys.
Is it theoretically possible to use the cluster command with xtlogit? Or am I asking for something weird?
If that is possible, does anyone have a do-file or so? 

thanks again.

Glauco



----- Mensagem original ----
De: Martin Weiss <martin.weiss1@gmx.de>
Para: statalist@hsphsun2.harvard.edu
Enviadas: Domingo, 12 de Outubro de 2008 7:11:39
Assunto: Re: st: xtlogit with cluster

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
>>>>
>>>>
>>>>
>>>>       Novos endereços, o Yahoo! que você conhece. Crie um email   novo 
>>>> com a sua cara @ymail.com ou @rocketmail.com.
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>>>
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