Hi all,
I am trying to use bootstrap now (rather than jackknife) to do the same
as before:
biprobit (y1= x2 y1 y2 u1) (y2 = x2 z2) [pweight=weight], robust
cluster(clusty)
I tried several specifications - none of which worked:
1) biprobit (y1=x1 x2 y2 u2) (y2 = x2 z2), ///
vce(bootstrap [pweight=weight]) cluster(clusty)
2) biprobit (y1=x1 x2 y2 u2) (y2 = x2 z2) [pweight=weight], ///
vce(bootstrap) cluster(clusty)
3) bootstrap, reps(100) seed(1): biprobit (y1=x1 x2 y2 u2) (y2 = x2 z2)
[pweight=weight],/// robust cluster(slnew)
Is there a similar problem as in jakknife in bootstrap too or there is
another way of writing the syntax? Or, more simply, bootstrap does not
allow pweights?
Thanks,
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
* E-mail: [email protected]
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Jeff
Pitblado,StataCorp LP
Sent: Wednesday, March 07, 2007 6:14 PM
To: [email protected]
Subject: Re: st: jackknife and pweights
Sabrina Di Addario <[email protected]> is using
-pweight-s and
-vce(jackknife)- with the seemingly unrelated bivariate probit model:
> 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?
Sabrina found a parsing error in -jackknife- that is caused by the
multi-equation specification of the SU biprobit syntax.
The fix for this will be available in an upcoming ado-file update.
In the mean time, Sabrina can specify the -pweight-s inside the -vce()-
option
(an undocumented feature).
biprobit (y1=x1 x2 y2 u2) (y2 = x2 z2), ///
vce(jackknife [pweight=weight]) cluster(clusty)
--Jeff
[email protected]
*
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