When I run the intreg command, some of the standard errors are replaced
with "." indicating a missing, I assume.
Here's my command line:
intreg educ1 educ2 citychild v101_* if nonmover==1 [weight=weight],
cluster(v101)
Depending on the exact specification, all of the SEs show up, or up to 4
of them are missing.
I'm running intreg to estimate a tobit model with clustered standard
errors. When I run the model with the just the tobit command, all of
the standard errors appear, but of course they're not correctly
clustered.
As a secondary question, assuming that I can get stata to calculate all
of the standard errors, is it possible to get the standard errors
adjusted to become the marginal standard errors similar to the ones that
are calculated using dtobit?
If this is not possible, is there some other way to get clustered
standard errors when running a tobit besides intreg?
I'm running Stata 7.0 on Windows XP.
Thanks!!
Adrienne
Adrienne Lucas
Economics Department
Brown University
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