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From |
L S <lts40301@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Question about the syntax command |

Date |
Sun, 6 Sep 2009 13:27:14 -0700 |

Dear Stata List, I am having difficulty using the Stata syntax command (I am new to writing Stata programs.) Before trying to use the syntax command with a more complicated program I am creating, I have been trying to create a toy version of ‘regress’ that allows for the user to specify a variable on which to cluster (for cluster robust standard errors). Here is some data to play with: clear set obs 100 set seed 1234 gen y = uniform() gen x = uniform() gen z = uniform() gen clus = (z>.5) Here is my attempt at implementing the program: capture program drop toyreg program toyreg syntax varlist , CLUSTER(varname) gettoken y xvars : varlist reg `y' `xvars', `CLUSTER' end toyreg y x, cluster(clus) However, as can be seen, the standard errors here are not clustered (the output is different from reg y x, cluster(clus)). One particular issue of confusion here is the capitalization. In the help file for syntax, all of the examples found under “Option descriptor optional varlist” have at least the first letter capitalized (the help file indicates that one uses capitalization to allow for acceptable abbreviations)—capitalizing an entire option name should theoretically be equivalent to not capitalizing at all, but the results with toyreg differ depending on what you do. I also have problems with a toy version of tobit: capture program drop toytobit program toytobit syntax varlist , LL(real 0) gettoken y xvars : varlist tobit `y' `xvars', `LL' end toytobit y x, ll(0) My question is: Why won’t Stata cluster the SEs in toyreg? What am I doing wrong in toytobit? Thank you very much. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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