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From | Thomas Jacobs <thomasjacobs@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Prais with vce(robust) |
Date | Wed, 14 Jul 2010 18:06:46 -0500 |
Nick, Thanks. I was under the mis-impression that affixing version 10.1 under a later version and running 10.1 were the same thing. My ultimate solution was to switch to Newey-West via ivreg2. Tom On Mon, Jul 5, 2010 at 6:05 AM, Nick Cox <n.j.cox@durham.ac.uk> wrote: > > I am not surprised that this does not do what you need. > > As the behaviour change in -prais- in Stata 11 was not deliberate, it follows that there is _no_ switch in the code for -prais- that allows this use of version control to get what you want. > > -version- does much less than many people think. Only Stata 10.1 is a complete replica of Stata 10.1, for example. Stata's not like a set of Russian dolls with older versions wrapped inside newer versions. > > There is more explanation at > > FAQ . . . . . . . . . . . . . . . User-written programs and Stata version > . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox > 2/09 I have a certain version of Stata and have come > across a user-written program that is apparently > written for a later version of Stata. What are > my options? > http://www.stata.com/support/faqs/lang/version2.html > > This stuff is a bit complicated, but Brian knows what he is talking about: only doing this within Stata 10.1 will suffice until this is fixed. > > Nick > n.j.cox@durham.ac.uk > > Thomas Jacobs > > I am back again on this and now unable to run prais y x, vce(robust) > even when affixing version 10.1 at the top of the program. Is there > something else I need to do to ensure it applies the rules for 10.1 as > opposed to 11.1? I have: > > version 10.1 > *Tb_Infl_Results_MonthlyLevChng.do > > ... > > prais IISBasis `Liquidity' `InfVar' if TenorYr==BasisTenors[1,`j'], vce(robust) > > and I receive: > > option vce() not allowed > r(198); > > It runs fine if I lift the robust option just as in 11.1 > > On Tue, Jun 22, 2010 at 8:15 AM, Brian P. Poi <bpoi@stata.com> wrote: > > > On Mon, 21 Jun 2010, Thomas Jacobs wrote: > > > >> Brian, > >> > >> Thanks for the update. In the meantime, am I best off simply using > >> robust without vce (regress y x, robust) or going back to version 10.1 > >> in my program? > >> > >> Tom > >> > > > > Tom, > > > > If you need to use Prais-Winsten or Cochrane-Orcutt regression with robust > > standard errors, you'll need to do so in version 10.1 until we get the fix > > out. Of course, if you just want to do plain regression with robust > > standard errors, you can just use -regress- in Stata 11 instead. One other > > alternative would be to use -newey- to obtain Newey-West standard errors; > > they are robust to autocorrelation. > > * > * 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/ -- Thomas Jacobs * * 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/