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RE: st: Prais with vce(robust)
From
"Brian P. Poi" <[email protected]>
To
[email protected]
Subject
RE: st: Prais with vce(robust)
Date
Mon, 21 Jun 2010 15:01:36 -0500 (CDT)
On Sat, 19 Jun 2010 18:28:46 -0500 Thomas Jacobs wrote:
I am trying to perform regressions with prais and the vce(robust)
option as per the manual. Yet, I keep getting an error that the
option is not allowed:
. prais IISBasis TenYrTreasLiq TBillRepo3Mspread TIPS_Share
Bank_CDS_5Y SPF10YR if TenorYr==2, vce(robust)
option vce() not allowed
r(198);
It works fine without it:
. prais IISBasis TenYrTreasLiq TBillRepo3Mspread TIPS_Share
Bank_CDS_5Y SPF10YR if TenorYr==2
This is a bug in the Stata 11 version of -prais-. Option 'vce()' should
be allowed; the command is just not parsing it correctly.
We will get this fixed in an upcoming adofile update.
-- Brian Poi
-- [email protected]
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