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From |
Steven Samuels <[email protected]> |

To |
[email protected] |

Subject |
Re: Res: st: xtlogit with cluster |

Date |
Sun, 12 Oct 2008 20:15:05 -0400 |

Glauco-

Some thoughts about this: • I don't know if this will work!

• In -stset-, the -id- options will identify the panel. • Set -origin- to be earliest (fake) date for the panel.

• Add interactions with time as time-varying covariates. • The -shared(panelid)- might be able to fit a random effects model. Good luck! -Steve On Oct 12, 2008, at 1:47 PM, Glauco Peres wrote:

Thanks anyway, guys.Is it theoretically possible to use the cluster command withxtlogit? 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 thedialog boxshould bring up a drop-down for the -cluster- variable, just as itdoes 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 onecould 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 clusterGood 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 -helpbootstrap_options- -help jackknife_options-, Glauco apparentlycan addthe 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 youmention says: " Not all the options documented below work withall xtestimation commands". -h xtlogit- certainly does not mention a -cluster-option for the se. It does link to -help vce_option- but onlyallowssome of the choices mentioned there. -cluster- does not seem tobe oneof 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, GlaucoNovos endereços, o Yahoo! que você conhece. Crie umemail novocom a sua cara @ymail.com ou @rocketmail.com. http://br.new.mail.yahoo.com/addresses * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/Novos endereços, o Yahoo! que você conhece. Crie um emailnovo com a sua cara @ymail.com ou @rocketmail.com.http://br.new.mail.yahoo.com/addresses * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Res: st: xtlogit with cluster***From:*Glauco Peres <[email protected]>

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