I'm using Stata 8.0 and I'm trying to estimate a
cross-section Probit model over several countries.
I've encountered some problems
using the command 'glm' with the
options family(binomial) link(probit) nwest(nw).
I get an error message saying 'insufficient
observations'.
The command works fine with
glm ... , family(binomial) link(probit) nwest()
which gives the var-cov matrix using the OIM.
However, I'd prefer the Newey-West correction.
The other way to estimate the model using the 'binreg'
command doesn't use all available observations.
What's going wrong?
Any hints are highly appreciated.
-Wolfgang
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