The following two sentences from the help-file of -suest- seem to
answer you questions:
"If weights are applied, the same weights (type and values) should
be applied to all models in namelist. The estimators should be
estimated without vce(robust) or vce(cluster clustvar) options."
-- Maarten
BTW, Yulia explained to you here
http://www.stata.com/statalist/archive/2008-07/msg01156.html that using
-aweights- is not appropriate for -logit-. So you should another type
of weight instead (probably pweights). Read section 11.1.6 of the
User's Guide to see which type of weights is appropriate.
--- L S <[email protected]> wrote:
> I have a data-set with a binary dependent variable. A colleague
> suggested doing a Hausman test to analyze whether a logit
> specification was appropriate. I don't think I can just use the
> Hausman command (both of the weighted and unweighted are inconsistent
> if the null hypothesis is false)�when I do, the resulting chi-squared
> statistic is sometimes negative. So instead I am trying to use the
> suest command. I would like to use robust clustered standard errors.
> The basic code I would like to run is (I use `version 9.0' so I can
> use weights for logit):
>
> version 9.0
> logit y x
> est store unweighted
> logit y x [aw=wt]
> est store weighted
>
> suest unweighted weighted, robust cluster(country)
> ttest, common
>
> I use cluster(country) with 'suest' command instead of the 'logit'
> command as instructed on the suest help file. However, it appears
> 'suest' does not like the robust option, returning the error:
>
> unweighted was estimated with a non-standard vce (Robust)
>
> Even when I leave out robust and cluster, STATA still doesn't seem to
> like that I'm using suest comparing weighted and unweighted
> estimates:
>
> . suest unweighted weighted, cluster(country)
> inconsistent weighting types
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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