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From |
Lina C <linacs81@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Biprobit and clustering standard errors***From:*Stas Kolenikov <skolenik@gmail.com>

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