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Re: st: how to find cluster robust standard error in xtprobit model


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: how to find cluster robust standard error in xtprobit model
Date   Tue, 12 Apr 2011 08:38:43 +0100 (BST)

--- On Mon, 11/4/11, ramesh wrote:
> Is there any way to find the cluster robust standard error
> in xtprobit model. 

In the helpfile you should look for the option called -vce()-
and look for the allowed -vcetype-s. If it includes 
-cluster clustvar- than you can get cluster robust standard
errors, when that is not included you can't. -cluster vce-
is not listed among the allowed -vcetype-s in -xtprobit-,
so it is not allowed.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------

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