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


From   Stas Kolenikov <skolenik@gmail.com>
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
Small print: I use this email account for mailing lists only.

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