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st: xtivreg and vce cluster problem


From   Robert Duval <rduval@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtivreg and vce cluster problem
Date   Wed, 9 May 2012 05:33:06 -0500

Dear Friends,

I am trying to estimate an IV Fixed Effects model with Clustered
S.E.´s with the Official command xtivreg yet I keep getting an error.
Consider the code below

webuse abdata

*This works fine
xtivreg n (w= k) ys, fe vce(conventional)

*These fail
xtivreg n (w= k) ys, fe vce(cluster id)
xtivreg n (w= k) ys, fe vce(robust)

giving me error
vcetype 'cluster' not allowed
vcetype 'robust' not allowed

respectively.

According to the Manual xtivreg, fe should support all the standard
vce types, so I fail to understand what's going on here
Is this a bug?

I am using Stata MP 11.2 updated as of today.

Many thanks in advance for your ideas
robert

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