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Re: st: nbreg & vce(opg) don't work together

From   Richard Williams <[email protected]>
To   [email protected], [email protected]
Subject   Re: st: nbreg & vce(opg) don't work together
Date   Sun, 11 Mar 2012 11:20:38 -0500

At 12:45 AM 3/10/2012, Richard Williams wrote:
I am trying to replicate some analyses originally done in Stata 9. In Stata 12 I can't get the vce(opg) option to work with nbreg, e.g.

use, clear
nbreg deaths i.cohort, nolog
nbreg deaths i.cohort, nolog vce(opg)
version 9: xi: nbreg deaths i.cohort, nolog vce(opg)

The -vce(opg)- is ignored in all cases, i.e. I just get the regular standard errors. If I actually fire up my old copy of Stata 9, though, the -vce(opg)- option works. Is this a bug that crept into Stata somewhere along the way, or am I doing something wrong?

Following up on my own post -- I have found that if you give the command

nbreg deaths i.cohort, nolog technique(bhhh)

you get the opg standard errors, because opg is the default when using bhhh. But that still leaves open the question of why vce(opg) doesn't work. If vce(opg) requires technique(bhhh) (does it?) then why doesn't it just use it? It seems like a bug to me, but maybe I am missing something. Again, the vce(opg) option worked fine in Stata 9, and produced the same results I am getting in Stata 12 with technique(bhhh).

Richard Williams, Notre Dame Dept of Sociology
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