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Re: st: to use 'fe' and 'cl' options


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: to use 'fe' and 'cl' options
Date   Wed, 22 Dec 2010 12:28:34 +0000 (GMT)

--- On Wed, 22/12/10, S. Lindelauf wrote:
> I am trying to estimate the regression below:
> xi: xtivreg  y F.x1 x2 x3  L.x4  i.year if
> year > 1978, fe cl(id)
> 
> but it is impossible to use 'fe' and 'cl' together.
> Even I found in the help manuel the statement like this:
> vce(cluster id) and use it, I got ''vcetype 'cluster' not
> allowed'' error message.
> 
> How can I use both 'fe' anc cl together?

You can't while using -xtivreg-. Others are better able to 
comment about alternatives.

The helpfile is a bit complex and a bit terse. The way to 
read the helpfile in this case is as follows: 

o -cluster()- has been replaced by -vce()-, so you need to 
  look for the description of the option -vce()-. 
o The options are grouped by random effects/between effects/
  fixed effects, so you need to look at the options described
  under the heading fixed effects. 
o At the -vce()- under the fixed effects heading it says: 
  "vcetype may be conventional, bootstrap, or jackknife". 
  This means all other types, including -cluster- are not 
  allowed.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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