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AW: st: tobit and xi (xi3): standard errors

From   Jochen Späth <>
To   <>
Subject   AW: st: tobit and xi (xi3): standard errors
Date   Tue, 10 Feb 2009 12:36:48 +0100

Hello Martin and Maarten,

thank you both very much, I will go on with the -xi- instead of -xi3-. However, it may be good thing to not that the -refgroup- command designed for the use with -xi3- also works with -xi-.


-----Ursprüngliche Nachricht-----
Von: [] Im Auftrag von Maarten buis
Gesendet: Dienstag, 10. Februar 2009 12:28
Betreff: Re: st: tobit and xi (xi3): standard errors

--- On Tue, 10/2/09, Jochen Späth <> wrote:
> I just realized Stata's -tobit- command with the -xi-
> (-xi3-) prefix does not allow for clustered standard errors,
> but only for -bootstrap-ping them, although the -tobit-
> command itself does allow for -vce(cluster clustvar)-. Does
> anyone know about this problem (and a possible workaround)?
> Maybe ist just an installation issue... -Bootstrap-ing the
> standard errors is in my case too time-consuming,
> unfortunately.

The reason for the error seems to be that -xi3- runs the commands as
version 7 commands, and in version 7 the -vce()- option did not exist.
Anyhow the -xi3- prefix is just a convenience command (a very convenient 
convenience command, but a convenience command nontheless), so if it 
doesn't do what you want you can always make the variables yourself. 

Hope this helps,

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


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