Hi all,
I am using the jackknife method to compute the SE of this biprobit:
biprobit (y1= x2 y1 y2 u1) (y2 = x2 z2) [pweight=weight], robust
cluster(clusty).
But, writing:
biprobit (y1=x1 x2 y2 u2) (y2 = x2 z2) [pweight=weight], vce(jackknife)
robust cluster(clusty)
gives the error-message:
(running biprobit on estimation sample)
varlist not allowed
an error occurred when jackknife executed biprobit
r(101);
which disappears only if I eliminate [pweight=weight]: that is, I do get
results for:
biprobit (y1=x1 x2 y2 u2) (y2 = x2 z2), vce(jackknife) robust
cluster(clusty)
doe sit mean that I cannot use pweights or is there a way to put them
somewhere else in the command?
If not, can I do this time of estimation with some other command (e.g.,
bootstrap) supporting the cluster, robust and pweight options?
Thanks a lot,
Sabrina
Sabrina Di Addario
Economic Research Unit - BANK OF ITALY - Sede di Roma -
Via XX Settembre, 97/e 00187 Rome (Italy)
( (+39) 06 47 92 34 58 Fax +39 06 47 92 53 51
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