I'm using xtprobit, pa with a robust option in order to estimate a panel
data model in which my dependent variable is the decision of firm to
invest(1) or not (0) in 10 different countries (in 7 different years)
I'd like to try different correlation structures, other than
exchangeable, like, for example, an unstructured one to see what
happens.
When i write corr(uns) stata says that my time variable has duplicate
values in the panel. This is true, actually, because i have 944 firms
(my id) investing in 10 different countries form 1992 to 1998. So, my
clusters are repeated per each country. But why stata doesn't give me
this error when i run xtprobit, pa i(id) ?
How can i set my panel then? Tsset doesn't work.
Also, how is it possible that even with the option robust the
correlation is always the same, i.e. the default one (exchangeable)?
Thanks a lot
d
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