Richard Williams <[email protected]> tried out the -_vce_parserun-
code I suggested and had some follow-up questions/comments:
> >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.
We put this recommendation in the documentation for -bootstrap- (and
-jackknife-) because there some commands such as -clogit- that require the
user to think carefully about the -cluster()- and -idcluster()- (and even the
-group()-) options of -bootstrap- prefix command in order to properly resample
the data. However we were careful to make sure that -clogit- with the
-vce(bootstrap)- option handles all those details for you.
Commands like -ologit-, -piosson-, and Richards' -oglm- work with -bootstrap-
as-is.
> 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
Option -markopts()- (abbreviated -mark()-) is an option of a member function
of the -_eqlist- class (another "undocumented" Stata programmers tool).
-_vce_parserun- uses -_eqlist- to parse `0' in the above example Stata code.
> 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?
Sorry Richard, this is not correct.
-ml- does not allow -vce(bootstrap)- or -vce(jackknife)-.
We'll fix the help file for -ml- in a future ado-file update.
--Jeff
[email protected]
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