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Re: st: tobit and xi (xi3): standard errors


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: tobit and xi (xi3): standard errors
Date   Tue, 10 Feb 2009 11:28:13 +0000 (GMT)

--- On Tue, 10/2/09, Jochen Späth <jochen.spaeth@iaw.edu> wrote:
> I just realized Stata's -tobit- command with the -xi-
> (-xi3-) prefix does not allow for clustered standard errors,
> but only for -bootstrap-ping them, although the -tobit-
> command itself does allow for -vce(cluster clustvar)-. Does
> anyone know about this problem (and a possible workaround)?
> Maybe ist just an installation issue... -Bootstrap-ing the
> standard errors is in my case too time-consuming,
> unfortunately.

The reason for the error seems to be that -xi3- runs the commands as
version 7 commands, and in version 7 the -vce()- option did not exist.
Anyhow the -xi3- prefix is just a convenience command (a very convenient 
convenience command, but a convenience command nontheless), so if it 
doesn't do what you want you can always make the variables yourself. 

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------





      

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