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st: Biprobit and clustering standard errors


From   Lina C <[email protected]>
To   [email protected]
Subject   st: Biprobit and clustering standard errors
Date   Wed, 7 Sep 2011 11:20:02 +0100

Hello everybody.

I'm running a biprobit clustering the standard errors as follows:

biprobit ( y1 = y2 x ) ( y2 = z x), robust cluster(area)

The "x" vector of regressors is much below the number of clusters
(areas), however Stata cannot calculate the chi_2. What I have noticed
is that STATA use the sum of the X in both equations as the total
number of regressors, and in this way the "x" of the first probit and
the "x" of the second probit sum up a number that is above the number
of clusters. Once I reduced the X to be, the sum in the first probit
and in the second probit, below the number of clusters, the chi2
appears..

The problem is that I need to use more regressors..Is there a problem
if I rely on that estimation with the missing estimation of the chi2?

Thank you.
Lina.
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