Choudry T Shehzad <[email protected]> :
When you resample clusters, you can no longer use lag operators since
-tsset- would return an error with multiple instances of each time
period with the same cluster id. You could write your own program to
bootstrap that handles redoing the -tsset- with a new id, or simply
generate the lag before doing the bootstrap: try
g lagz=l.z
ivprobit dependent x y lagz (zz = mz pz), vce(cluster) twostep first
On Wed, Sep 3, 2008 at 6:19 AM, Choudry T Shehzad <[email protected]> wrote:
> Brian P. Poi wrote:
>> On Tue, 2 Sep 2008, Choudry T Shehzad wrote:
>>
>>> 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);
>>>
>>> Best regards,
>>>
>>> Shehzad
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