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Re: st: Making vce(robust) the default


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Making vce(robust) the default
Date   Thu, 4 Aug 2011 11:38:11 -0500

I guess that if you are concerned with a particular standard option of
Stata, you'd still want to parse the inputs from the user yourself:

syntax ... , [vce(passthru) robust cluster(passthru)]

* with appropriate capitalization per Stata conventions

if "`vce'`robust'`cluster'" == "" local vce vce(robust)

ml ... , ... maximize `vce' `robust' `cluster'

This should digest the user-provided -vce- option and its variants.
You'd have to ask Jeff P if there is any way to figure out whether a
program is called by -svy-. As long as this is a very deep
technicality that is dependent on the particular
implementation/version of -svy-, subject to change without notice,
there may no be such an official way. My understanding though is that
for the linearization estimator, -svy- is going to call -predict,
score- when computing the standard errors, so it may not matter that
much whether you enforce -robust- for maximization purposes.

On Thu, Aug 4, 2011 at 12:07 PM, Richard Williams
<richardwilliams.ndu@gmail.com> wrote:
> At 10:53 AM 8/4/2011, Billy Schwartz wrote:
>>
>> Use the NOoption form (help syntax##optionally_off). Call the option
>> "norobust" and write
>>
>> if "`robust'" == "" local robust vce(robust)
>
> Thanks. But suppose somebody had specified something like -vce(cluster
> clustervar)-? Or had explicitly specified -vce(oim)-? I don't want to zap
> anything the user has implicitly or explicitly specified. Rather, in the
> absence of any implicit or explicit declaration of vce, I want the default
> to be robust, not oim.
>



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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