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Re: st: xtlogit with cluster
I think that is not true, either. If the -bootstrap- vce for -xtlogit- 
allowed -cluster-ing, highlighting the -bootstrap- vce in the dialog box 
should bring up a drop-down for the -cluster- variable, just as it does in, 
for instance, -db xtreg-. When I
**********
. webuse union, clear
(NLS Women 14-24 in 1968)
. xtlogit union age grade not_smsa south southXt, fe vce(bootstrap, 
cluster(black))
option cluster() not allowed
r(198);
. xtlogit union age grade not_smsa south southXt, re vce(bootstrap, 
cluster(black))
option cluster() not allowed
r(198);
************
it does not allow me to cluster, even with the -bootstrap-. Otherwise one 
could easily circumvent any restriction on the analytic se with 
the -bootstrap-...
HTH
Martin
_______________________
----- Original Message ----- 
From: "Steven Samuels" <[email protected]>
To: <[email protected]>
Sent: Sunday, October 12, 2008 5:09 AM
Subject: Re: st: xtlogit with cluster
Good point, Martin.   The manual for -xtlogit- does say that the only 
allowed  -vce- options are oim, bootstrap, and jackknife.   However, 
according to the help for vce_options (link to -help 
 bootstrap_options- -help jackknife_options-,  Glauco apparently can  add 
the cluster option to the jackknife or bootstrap  specification,  e.g. 
"vce(jackknife, cluster(varname))".
-Steve
On Oct 11, 2008, at 6:01 PM, Martin Weiss wrote:
What is the answer to Glauco`s question then? The -help- file you 
mention says: " Not all the options documented below work with all  xt 
estimation commands". -h xtlogit- certainly does not mention a - cluster- 
option for the se. It does link to -help vce_option- but  only allows 
some of the choices mentioned there. -cluster- does not  seem to be one 
of them...
HTH
Martin
_______________________
----- Original Message ----- From: "Steven Samuels" 
<[email protected]>
To: <[email protected]>
Sent: Saturday, October 11, 2008 11:53 PM
Subject: Re: st: xtlogit with cluster
-help xt_vce_options-  has the answer.  I found this from -help 
xtlogit-
-Steve
On Oct 11, 2008, at 3:45 PM, Glauco Peres wrote:
Dear STATAlista,
How do I run a xtlogit and add cluster command [vce(cluster)] in 
order to correct the standard errors?
Thanks a lot,
Glauco
      Novos endereços, o Yahoo! que você conhece. Crie um email   novo 
com a sua cara @ymail.com ou @rocketmail.com.
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