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

From   [email protected] (Vince Wiggins, StataCorp)
To   [email protected]
Subject   Re: st: nbreg & vce(opg) don't work together
Date   Tue, 13 Mar 2012 17:09:01 -0500

Richard Williams <[email protected]> writes that -nbreg-
does not honor the option -vce(opg)- in Stata 12,

> 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?

This is indeed a bug.  We will fix it in a future update.

Richard very nicely supplied his own interim workaround, which is to
also include the -technique(bhhh)- option if OPG
(outer-product-of-the-gradient) standard errors are desired.

-- Vince 
   [email protected]

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