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Re: st: User-written commands and vce() support
At 06:34 PM 6/11/2008, Jeff Pitblado, StataCorp LP wrote:
There is an "undocumented" programmers utility that parses the -vce()- option
for the replication based VCE methods. The "undocumentation" for this parse
utility is available within Stata:
. help _vce_parserun
Thanks much. It works! I am not 100% sure why it works, but it
works. However, if I am following this right, it appears that if you
type something like
oglm y x1 x2, vce(bootstrap)
the code Jeff provided changes the command to
bootstrap: oglm y x1 x2
Which, I suppose, the user could have gone ahead and typed in the
first place, but the help for the -bootstrap- command says it is
better to use the vce(bootstrap) option if a command supports it.
If anyone else wants to adapt this for their own purposes - Jeff's
code includes
`BY' _vce_parserun oglm, mark( Exposure ///
OFFset ///
CLuster ///
HETero ///
SCALE ///
eq2) : `0'
I didn't see the -mark- option documented, but when I did -help
_eqlist- I found
markopts(opt_name) options taking a varlist that should be
marked for the estimation sample
One followup question: If you type
help ml##model_options
It says
vce(vcetype) vcetype may be robust, cluster clustvar, oim, opg,
bootstrap, or jackknife
Is this correct? I actually tried hardcoding vce(bootstrap) into my
program and it still said bootstrap was an illegal option. If the
above is correct, why is the extra code needed?
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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