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

 From Stas Kolenikov To statalist@hsphsun2.harvard.edu Subject Re: st: probit estimation with pweight and cve(cluster) both? Date Tue, 6 Mar 2012 21:58:35 -0500

```On Tue, Mar 6, 2012 at 7:36 PM, Amanda Fu <mandy.fu1@gmail.com> wrote:
> 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

You must have typos somewhere in your syntax, because this works just fine:

. sysuse auto, clear
(1978 Automobile Data)

. probit foreign mpg [pw=weight] , vce(cluster rep78)

Iteration 0:   log pseudolikelihood = -112106.47
Iteration 1:   log pseudolikelihood = -90258.567
Iteration 2:   log pseudolikelihood =  -90089.25
Iteration 3:   log pseudolikelihood = -90089.063
Iteration 4:   log pseudolikelihood = -90089.063

Probit regression                                 Number of obs   =         69
Wald chi2(1)    =       5.10
Prob > chi2     =     0.0239
Log pseudolikelihood = -90089.063                 Pseudo R2       =     0.1964

(Std. Err. adjusted for 5 clusters in rep78)
------------------------------------------------------------------------------
|               Robust
foreign |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg |   .1270845   .0562682     2.26   0.024     .0168009    .2373682
_cons |  -3.429895   1.410208    -2.43   0.015    -6.193853    -.665938
------------------------------------------------------------------------------

--
Stas Kolenikov, also found at http://stas.kolenikov.name
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