Hello everyone,
I am working with data that needs correcting for 1.clustered standard
errors; 2.censored dependent variable. The Tobit command in Stata 9
doesn't have a cluster option, so I'm using Intreg, which does allow
clustering. However, for model specifications with more than
approximately 7 independent variables (I have only 10 provincial
clusters), Stata appears unable to calculate all the standard errors (SE)
when using Intreg, displaying instead "." where SE are missing.
My question: Is there any way to both cluster and correct for
censoring using Stata 9, or is it a matter of choosing between
partially unobservable but clustered SE, and observable but
unclustered SE?
I've read the thread "st: intreg and missing standard errors" between
Schaffer and Lucas
<http://www.stata.com/statalist/archive/2004-01/msg00382.html>, and
I'm hoping for insight provided in addition to this helpful exchange.
Thanks for your consideration!
Mai
(Graduate student at UBC)
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
