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st: Incompatibility of base level operators with vce(jackknife)


From   David Muller <davidmull@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Incompatibility of base level operators with vce(jackknife)
Date   Tue, 6 Sep 2011 12:33:20 +1000

Hello everyone,

Factor variable base level operators such as -ib(freq).- seem to be
incompatible with the option -vce(jackknife)-:

.sysuse auto
.reg mpg ib(freq).foreign, vce(jackknife)
variable ib not found
r(111);

This is odd, since specifying jackknife variance estimation with the
prefix -jackknife:- does not trigger an error.

. jackknife: reg mpg ib(freq).foreign
(running regress on estimation sample)
-- output omitted --

Both Stata 11.2 and 12 exhibit this behaviour. Is this intended? It
doesn't seem to be documented in [U] Factor variables, or [R]
vce_option. Obviously it is easy to work around the problem by
generating indicator variables manually, but I can't think why full
factor variable notation should not be allowed when specifying
-vce(jackknife)-.

Cheers,
David
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