Thanks anyway, guys.
Is it theoretically possible to use the cluster command with xtlogit? Or am I asking for something weird?
If that is possible, does anyone have a do-file or so?
thanks again.
Glauco
----- Mensagem original ----
De: Martin Weiss <[email protected]>
Para: [email protected]
Enviadas: Domingo, 12 de Outubro de 2008 7:11:39
Assunto: 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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>>>
>>>
>>> *
>>> * For searches and help try:
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>>
>>
>> *
>> * For searches and help try:
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>
>
> *
> * For searches and help try:
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Novos endereços, o Yahoo! que você conhece. Crie um email novo com a sua cara @ymail.com ou @rocketmail.com.
http://br.new.mail.yahoo.com/addresses
*
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