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


From   David Muller <davidmull@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Incompatibility of base level operators with vce(jackknife)
Date   Thu, 8 Sep 2011 11:22:26 +1000

Thanks Jeff. Binding the varlist in parentheses is a very serviceable work
around.

Cheers,
David

On Wed, Sep 7, 2011 at 1:19 AM, Jeff Pitblado, StataCorp LP
<jpitblado@stata.com> wrote:
> David Muller <davidmull@gmail.com> found a parsing conflict between
> -vce(jackknife)- (and -vce(bootstrap)-) and factor variables varlist notation
> that uses parentheses:
>
>> 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 behavior. 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)-.
>
> David found a bug in the parsing code that is called when -vce(jackknife)- or
> -vce(bootstrap)- options are specified.  We have determined the source of the
> parsing problem and will have it fixed in a future Stata 12 ado-file update.
>
> In the mean time, David can bind the varlist in parentheses to prevent the
> error:
>
>        reg ( mpg ib(freq).foreign ) , vce(jackknife)
>
> --Jeff
> jpitblado@stata.com
> *
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>

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