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st: probit estimation with pweight and cve(cluster) both?


From   Amanda Fu <[email protected]>
To   [email protected]
Subject   st: probit estimation with pweight and cve(cluster) both?
Date   Tue, 6 Mar 2012 19:36:56 -0500

Hello All,

I would like to  estimate a probit model using pooled panel data, with
pwegiht and s.e. clustered in individuals to adjust the correlation of
(not the estimation clustered by individual) . But probit command does
not allow pweight and vce(cluster id) both.
.probit y x1 -x5 [pw=pw],vce(cluster id]   || this is what I wanted to do
* But this does not work because pw and vce(cluster) are not allowed both

I wonder if there is any suggestion on how I could deal with this.I am
thinking maybe just ignore the pweight part; using vce(cluster id) on
unweighted data. Any comments will be appreciated.

Bet regard,
Amanda
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