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Re: st: Prais with vce(robust)
From
Thomas Jacobs <[email protected]>
To
[email protected]
Subject
Re: st: Prais with vce(robust)
Date
Mon, 21 Jun 2010 16:45:28 -0500
Brian,
Thanks for the update. In the meantime, am I best off simply using
robust without vce (regress y x, robust) or going back to version 10.1
in my program?
Tom
On Mon, Jun 21, 2010 at 3:01 PM, Brian P. Poi <[email protected]> wrote:
> 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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>
--
Thomas Jacobs
*
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