Yes, and sorry:
You are correct in that -vce(cluster <clustervar>)- is one allowed
syntax.
So your second example on the face of it should work. Your first doesn't
satisfy.
I can't explain why not. I hope somebody else can help further.
Nick
[email protected]
Choudry T Shehzad
Thanks Nick:
In help file for ivprobit, they do ask for cluster variable but even
without that stata says "vcetype 'cluster' not allowed"
ivprobit dependent x y l.z (zz = mz pz), vce(cluster) twostep first
vcetype 'cluster' not allowed
r(198);
ivprobit dependent x y l.z (zz = mz pz), vce(cluster country ) twostep
first
vcetype 'cluster' not allowed
r(198);
Nick Cox wrote:
> Typically options belong together after a single comma, for example:
>
> ivprobit dependent x y l.z (zz = mz pz), vce(cluster) twostep first
>
> There are exceptions to that rule but they don't make your syntax
legal.
>
>
> Beyond that you just have to read the help! For example, for
-ivprobit-
> the allowable syntax is just to specify a vcetype; nothing is said
there
> about a cluster variable.
>
> Choudry T Shehzad
>
> In stata help pages vce(cluster, clustervariable) and vce (bootstrap)
> has been mentioned as options but when I try to run it says
>
> ivprobit dependent x y l.z (zz = mz pz), vce(cluster, country),
> twostep, first
> invalid 'twostep'
> r(198);
>
> . ivprobit dependent x y l.z (zz = mz pz), vce(cluster, country),
first
> invalid 'first'
> r(198);
>
> . ivprobit dependent x y l.z (zz = mz pz), vce(cluster, country)
> option country not allowed
> r(198);
>
> . ivprobit dependent x y l.z (zz = mz pz), vce(boot)
> time-series operators are not allowed with bootstrap without panels,
see
> tsset
> r(198);
>
> Only option it accepts is vce(robust). While I want to bootstrap
> standard errors on clusters. I understand that ivprobit is not for
panel
> then why this option has been given after ivprobit. can anybody help?
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